✦ LIBER ✦

Coherent Measures of Risk

✍ Scribed by Philippe Artzner; Freddy Delbaen; Jean-Marc Eber; David Heath

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Coherent risk measures

✍ Freddy Delbaen 📂 Article 📅 2000 🏛 Springer-Verlag 🌐 German ⚖ 385 KB

Dynamic coherent risk measures

✍ Frank Riedel 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 273 KB

Vector-valued coherent risk measures

✍ Elyés Jouini; Moncef Meddeb; Nizar Touzi 📂 Article 📅 2004 🏛 Springer-Verlag 🌐 English ⚖ 260 KB

Risk-adjusted probability measures in po

✍ Naomi Miller; Andrzej Ruszczyński 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 351 KB

Pareto Equilibria with coherent measures

✍ David Heath; Hyejin Ku 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 88 KB

The Class of Polyhedral Coherent Risk Me

✍ V. S. Kirilyuk 📂 Article 📅 2004 🏛 Springer US 🌐 English ⚖ 119 KB