Relevant coherent measures of risk
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Publication:855375
DOI10.1016/J.JMATECO.2006.03.006zbMATH Open1142.91045OpenAlexW1975969223MaRDI QIDQ855375FDOQ855375
Authors: George Stoica 
Publication date: 7 December 2006
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmateco.2006.03.006
Recommendations
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Cites Work
- Coherent measures of risk
- Convex measures of risk and trading constraints
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- Market completeness: A return to order
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Cited In (11)
- Generalized coherent risk measures
- Risk measures on ordered non-reflexive Banach spaces
- Coherent measures of risk
- On the worst conditional expectation.
- Representations of set-valued risk measures defined on the \(l\)-tensor product of Banach lattices
- Law-invariant functionals that collapse to the mean
- Relevant mappings
- Induced actions of \(\mathfrak{B} \)-Volterra operators on regular bounded martingale spaces
- Limit laws for martingales in vector lattices
- Coherent risk measures in general economic models and price bubbles
- Risk measures in ordered normed linear spaces with non-empty cone-interior
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