An overview of representation theorems for static risk measures (Q1042990): Difference between revisions

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+Theory of capacities
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+Coherent Measures of Risk
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+Convex measures of risk and trading constraints
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+The representations of two types of functionals on \(L^\infty(\Omega,\mathcal F)\) and \(L^\infty(\Omega,\mathcal F,\mathbb P)\)
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+Law invariant risk measures have the Fatou property
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+Coherent multiperiod risk adjusted values and Bellman's principle
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+Time consistent dynamic risk measures
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+Conditional and dynamic convex risk measures
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+Convex risk measures and the dynamics of their penalty functions
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+Dynamic coherent risk measures
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+Risk measures via \(g\)-expectations
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+Representation of the penalty term of dynamic concave utilities
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