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The relations among the three kinds of conditional risk measures · Study

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ArticleThe relations among the three kinds of conditional risk measures

Tiexin Guo2014

Article2014

The relations among the three kinds of conditional risk measures

Tiexin Guo · Shien Zhao · Xiaolin Zeng

36 citations·0/0 files stored·Science China Mathematics

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Risk and Portfolio Optimization Stochastic processes and financial applications Advanced Banach Space Theory

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References

1999Coherent Measures of Risk 2002Stochastic Finance: An Introduction in Discrete Time 2002Coherent Risk Measures on General Probability Spaces 2005Conditional and dynamic convex risk measures 2004Risk measures for the 21st century 2004Nonlinear Expectations, Nonlinear Evaluations and Risk Measures 2002Stochastic Finance 2009Representation of the penalty term of dynamic concave utilities

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Year2014

Typearticle

Published2014-05-21

VenueScience China Mathematics

ISSN-L1869-1862

Languageen

Citations36

Files0 public / 0

ShelfRisk and Portfolio Optimization

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doi10.1007/s11425-014-4840-0

openalex_workW1973114228

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