On the worst conditional expectation-Reference-Cited by-同舟云学术

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On the worst conditional expectation

Published:2003-10 Issue:1 Volume:286 Page:237-247
ISSN:0022-247X
Container-title:Journal of Mathematical Analysis and Applications
language:en
Short-container-title:Journal of Mathematical Analysis and Applications

Author:

Inoue Akihiko

Publisher

Elsevier BV

Subject

Applied Mathematics,Analysis

Reference7 articles.

1. Thinking coherently;Artzner;Risk,1999

2. Coherent measures of risk;Artzner;Math. Finance,1999

3. Coherent risk measures on general probability spaces;Delbaen,2002

4. On law invariant coherent risk measures;Kusuoka,2001

5. Y. Nakano, Efficient hedging with coherent risk measure, preprint

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