Risk measures on ordered non-reflexive Banach spaces
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Publication:711026
DOI10.1016/J.JMAA.2010.08.013zbMATH Open1204.91060OpenAlexW1964169553MaRDI QIDQ711026FDOQ711026
Authors: Christos E. Kountzakis 
Publication date: 25 October 2010
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2010.08.013
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Cites Work
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- Convex measures of risk and trading constraints
- Title not available (Why is that?)
- Title not available (Why is that?)
- Expected shortfall and beyond
- Stochastic finance. An introduction in discrete time
- Ordered linear spaces
- RISK MEASURES ON ORLICZ HEARTS
- On convex risk measures on \(L^{p}\)-spaces
- RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES
- On the Structure of Locally Solid Topologies
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- Efficient hedging with coherent risk measure
- Fundamental Theorems of Asset Pricing for Good Deal Bounds
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- Coherent risk measures and good-deal bounds
- Demand functions and reflexivity
- Relevant coherent measures of risk
- Risk measures in ordered normed linear spaces with non-empty cone-interior
- On the extension of the Namioka-Klee theorem and on the Fatou property for risk measures
- On the worst conditional expectation.
Cited In (8)
- The natural Banach space for version independent risk measures
- Representations of set-valued risk measures defined on the \(l\)-tensor product of Banach lattices
- Risk measuring under model uncertainty
- On efficient portfolio selection using convex risk measures
- On the extension of the Namioka-Klee theorem and on the Fatou property for risk measures
- Coherent risk measures in general economic models and price bubbles
- Risk measures in ordered normed linear spaces with non-empty cone-interior
- Conditional risk and acceptability mappings as Banach-lattice valued mappings
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