✦ LIBER ✦

Dual Representations for Convex Risk Measures via

✍ Scribed by R. I. Boţ; N. Lorenz; G. Wanka

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Looking for appropriate qualification co

✍ Radu Ioan Boţ; Alina-Ramona Frătean 📂 Article 📅 2011 🏛 Springer 🌐 English ⚖ 307 KB

Robust representation of convex risk mea

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

Kusuoka representation of higher order d

✍ Darinka Dentcheva; Spiridon Penev; Andrzej Ruszczyński 📂 Article 📅 2010 🏛 Springer US 🌐 English ⚖ 376 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