On the generalized risk measures (Q377908): Difference between revisions

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+https://doi.org/10.1007/s11766-012-2979-4
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+W1968061273
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+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
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+Q4550909
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+Risk Measures and Comonotonicity: A Review
@@ Property / cites work: Risk Measures and Comonotonicity: A Review / rank @@
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+Convex measures of risk and trading constraints
@@ Property / cites work: Convex measures of risk and trading constraints / rank @@
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+Stochastic finance. An introduction in discrete time
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+CASH SUBADDITIVE RISK MEASURES AND INTEREST RATE AMBIGUITY
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+Risk measures with comonotonic subadditivity or convexity and respecting stochastic orders
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