On law invariant coherent risk measures
Author:
Publisher
Springer Japan
Link
http://link.springer.com/content/pdf/10.1007/978-4-431-67891-5_4
Reference3 articles.
1. Artzner, Ph., F. Delbaen, J.-M. Eber, and D. Heath: Coherent measures of risk. Math. Finance 9, 203–228 (1999)
2. Delbaen, F.: Coherent Risk Measures on General Probability Spaces. Preprint 1999
3. Williams, D.: Probability with Martingales. Cambridge University Press, Cambridge 1991
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