On a class of law invariant convex risk measures (Q483720): Difference between revisions

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-.1007/s00780-010-0145-5
@@ Property / DOI: 10.1007/s00780-010-0145-5 / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1007/s00780-010-0145-5
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+W2165836232
@@ Property / OpenAlex ID: W2165836232 / rank @@
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@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Penalty Functions and Duality in Stochastic Programming Via ϕ-Divergence Functionals
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+RISK MEASURES ON ORLICZ HEARTS
@@ Property / cites work: RISK MEASURES ON ORLICZ HEARTS / rank @@
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+Dual characterization of properties of risk measures on Orlicz hearts
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@@ Property / cites work @@
+THE CANONICAL MODEL SPACE FOR LAW‐INVARIANT CONVEX RISK MEASURES IS <i>L</i><sup>1</sup>
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@@ Property / cites work @@
+Convex measures of risk and trading constraints
@@ Property / cites work: Convex measures of risk and trading constraints / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic finance. An introduction in discrete time
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@@ Property / cites work @@
+Q3526970
@@ Property / cites work: Q3526970 / rank @@
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+Law invariant risk measures have the Fatou property
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@@ Property / cites work @@
+Q4552656
@@ Property / cites work: Q4552656 / rank @@
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@@ Property / cites work @@
+Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
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@@ Property / DOI @@
+.1007/S00780-010-0145-5
@@ Property / DOI: 10.1007/S00780-010-0145-5 / rank @@
+Normal rank