THE CANONICAL MODEL SPACE FOR LAW‐INVARIANT CONVEX RISK MEASURES IS L1 (Q4906528): Difference between revisions

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+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
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+Coherent risk measures
@@ Property / cites work: Coherent risk measures / rank @@
+Normal rank
@@ Property / cites work @@
+Q4702909
@@ Property / cites work: Q4702909 / rank @@
+Normal rank
@@ Property / cites work @@
+Convex measures of risk and trading constraints
@@ Property / cites work: Convex measures of risk and trading constraints / rank @@
+Normal rank
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+Stochastic finance. An introduction in discrete time
+Normal rank
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+Law invariant risk measures have the Fatou property
+Normal rank
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+On convex risk measures on \(L^{p}\)-spaces
@@ Property / cites work: On convex risk measures on \(L^{p}\)-spaces / rank @@
+Normal rank
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+Optimization of Convex Risk Functions
@@ Property / cites work: Optimization of Convex Risk Functions / rank @@
+Normal rank
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+Q3550629
@@ Property / cites work: Q3550629 / rank @@
+Normal rank

THE CANONICAL MODEL SPACE FOR LAW‐INVARIANT CONVEX RISK MEASURES IS <i>L</i><sup>1</sup> (Q4906528): Difference between revisions