Relevant coherent measures of risk (Q855375): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
(One intermediate revision by one other user not shown) | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.jmateco.2006.03.006 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1975969223 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Coherent Measures of Risk / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Arbitrage approximation theory / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q2760175 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4550909 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: On Two Function Spaces which are Similar to L 0 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Convex measures of risk and trading constraints / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4550910 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4023181 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: On the worst conditional expectation. / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Coherent risk measures and good-deal bounds / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4552656 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Market completeness: A return to order / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q5690471 / rank | |||
Normal rank |
Latest revision as of 10:00, 25 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Relevant coherent measures of risk |
scientific article |
Statements
Relevant coherent measures of risk (English)
0 references
7 December 2006
0 references
coherent measure of risk
0 references
relevance
0 references
no arbitrage property
0 references
equivalent functionals
0 references
hedging price
0 references
martingale in
0 references
lattice
0 references
value at risk
0 references
worst conditional expectation
0 references