Coherent risk measures defined on cash flows

MaRDI QIDQ4901316zbMATH OpenFDO

Authors Wencai Chen, Zhongxing Ye

Publication date 24 January 2013

zbMATH Keywords

cash flowscoherent risk measuresrepresentation theorems

Mathematics Subject Classification ID

Recommendations

• Information and dynamic coherent risk measures
• A representation of risk measures
• scientific article; zbMATH DE number 2171635
• Dynamic coherent risk measures
• COHERENT ACCEPTABILITY MEASURES IN MULTIPERIOD MODELS

Cited in

(1)

• Information and dynamic coherent risk measures

This page was built for publication: Coherent risk measures defined on cash flows

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4901316)