Putting order in risk measures-Reference-Cited by-同舟云学术

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Putting order in risk measures

Published:2002-07 Issue:7 Volume:26 Page:1473-1486
ISSN:0378-4266
Container-title:Journal of Banking & Finance
language:en
Short-container-title:Journal of Banking & Finance

Author:

Frittelli Marco,Rosazza Gianin Emanuela

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference20 articles.

1. Application of coherent risk measures to capital requirements in insurance;Artzner;North American Actuarial Journal,1999

2. Artzner, P., Delbaen, F., Eber, J.M., Heath, D., 1997. Thinking coherently. RISK, vol. 10, November, pp. 68–71

3. Coherent measures of risk;Artzner;Mathematical Finance,1999

4. On the existence of minimax martingale measures;Bellini;Mathematical Finance,2002

5. Pricing and hedging in incomplete markets;Carr;Journal of Financial Economics,2001

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