From isotonic Banach functionals to coherent risk measures

DOI10.4064/AM28-4-4zbMATH Open1032.46005OpenAlexW2001232616MaRDI QIDQ4548960FDOQ4548960

Authors: Zbigniew Dudek 

Publication date: 27 August 2002

Published in: Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4064/am28-4-4

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zbMATH Keywords

coherent risk measureisotonic functional

Mathematics Subject Classification ID

Theorems of Hahn-Banach type; extension and lifting of functionals and operators (46A22)

Cited In (3)

• Coherent measures of risk in everyday market practice†
• Isotonic Banach functional and risk evaluation
• Conditional risk and acceptability mappings as Banach-lattice valued mappings

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