ChapterCoherent Risk Measures on General Probability SpacesFreddy Delbaen2002Coherent Risk Measures on General Probability SpacesFreddy Delbaen2002-01-01chapterSpringer eBooks753 citationsclosedNo readable copy stored yet — this record is metadata only.Risk and Portfolio OptimizationStochastic processes and financial applicationsProbability and Risk ModelsAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 753 citations exist upstream.References1999Coherent Measures of Risk1997Modelling Extremal Events1971Cores of convex gamesCited by2002Putting order in risk measures2001On law invariant coherent risk measures2005Generalized deviations in risk analysis2010Function Spaces and Capacity Related to a Sublinear Expectation: Application to G-Brownian Motion Paths2006Optimization of Convex Risk Functions2001Coherent allocation of risk capital2006Coherent multiperiod risk adjusted values and Bellman’s principle2002Expected shortfall and beyond