Risk measures on the space of infinite sequences
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Finance,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s11579-010-0023-0.pdf
Reference10 articles.
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2. Aliprantis Ch.D., Border K.C.: Infinite dimensional analysis. 3rd edn. Springer, Berlin (2006)
3. Artzner, P., Delbaen, F., Eber, J.-M., Heath, D.: Coherent measures of risk. Risk Management: Value at Risk and Beyond (Cambridge, 1998), pp. 145–175, Cambridge University Press, Cambridge (2002)
4. Cont, R., Deguest, R., Scandolo, G.: Robustness and sensitivity analysis of risk measurement procedures. Financial Engineering Report No. 2007-06 Center for Financial Engineering, Columbia University
5. Delbaen F.: Coherent Risk Measures on General Probability Spaces. Advances in Finance and Stochastics, pp. 1–37. Springer, Berlin (2002)
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