✦ LIBER ✦

Conditional and dynamic convex risk measures

✍ Scribed by Kai Detlefsen; Giacomo Scandolo

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Convex measures of risk and trading cons

✍ Hans Föllmer; Alexander Schied 📂 Article 📅 2002 🏛 Springer-Verlag 🌐 English ⚖ 157 KB

On convex risk measures onLp-spaces

✍ M. Kaina; L. Rüschendorf 📂 Article 📅 2008 🏛 Springer 🌐 English ⚖ 301 KB

Dynamic risk measures: Time consistency

✍ Jocelyne Bion-Nadal 📂 Article 📅 2007 🏛 Springer-Verlag 🌐 English ⚖ 511 KB

Robust representation of convex risk mea

✍ Volker Krätschmer 📂 Article 📅 2005 🏛 Springer-Verlag 🌐 English ⚖ 161 KB

Time Consistent Dynamic Risk Measures

✍ Kang Boda; Jerzy A. Filar 📂 Article 📅 2006 🏛 Springer 🌐 English ⚖ 178 KB

On dynamic measures of risk

✍ Jakša Cvitanić; Ioannis Karatzas 📂 Article 📅 1999 🏛 Springer-Verlag 🌐 English ⚖ 207 KB