✦ LIBER ✦

Convex measures of risk and trading constraints

✍ Scribed by Hans Föllmer; Alexander Schied

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Conditional and dynamic convex risk meas

✍ Kai Detlefsen; Giacomo Scandolo 📂 Article 📅 2005 🏛 Springer-Verlag 🌐 English ⚖ 208 KB

Robust representation of convex risk mea

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

Coherent and convex monetary risk measur

✍ Patrick Cheridito; Freddy Delbaen; Michael Kupper 📂 Article 📅 2005 🏛 Springer-Verlag 🌐 English ⚖ 210 KB

Coherent and convex monetary risk measur

✍ Patrick Cheridito; Freddy Delbaen; Michael Kupper 📂 Article 📅 2006 🏛 Springer-Verlag 🌐 English ⚖ 256 KB

Convex risk measures for portfolio optim

✍ Hans-Jakob Lüthi; Jörg Doege 📂 Article 📅 2005 🏛 Springer-Verlag 🌐 English ⚖ 195 KB

On a class of law invariant convex risk

✍ Gilles Angelsberg; Freddy Delbaen; Ivo Kaelin; Michael Kupper; Joachim Näf 📂 Article 📅 2010 🏛 Springer-Verlag 🌐 English ⚖ 757 KB