✦ LIBER ✦

Vector-valued coherent risk measures

✍ Scribed by Elyés Jouini; Moncef Meddeb; Nizar Touzi

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Vector-valued idempotent measures

✍ S. T. L. Choy 📂 Article 📅 1987 🏛 Akadmiai Kiad 🌐 English ⚖ 268 KB

Coherent risk measures

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

Self-similar vector-valued measures

✍ Yuan-Ling Ye 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 233 KB

Coherent Measures of Risk

✍ Philippe Artzner; Freddy Delbaen; Jean-Marc Eber; David Heath 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 148 KB

Dynamic coherent risk measures

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

Vector-valued probability measures on se

✍ Stephen T.L. Choy; Taqdir Husain 📂 Article 📅 1985 🏛 Elsevier Science 🌐 English ⚖ 384 KB