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The relations among the three kinds of conditional risk measures
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this work references cited by second hop

References

  • 1999Coherent Measures of Risk8,849 cited
  • 2002Stochastic Finance: An Introduction in Discrete Time1,215 cited
  • 2002Coherent Risk Measures on General Probability Spaces753 cited
  • 2005Conditional and dynamic convex risk measures356 cited
  • 2004Risk measures for the 21st century329 cited
  • 2004Nonlinear Expectations, Nonlinear Evaluations and Risk Measures278 cited
  • 2002Stochastic Finance251 cited
  • 2009Representation of the penalty term of dynamic concave utilities149 cited
  • 2004Dynamic convex risk measures136 cited
  • 2012Approaches to Conditional Risk59 cited

Cited by

  • 2025VNM utility and risk aversion tendency with multiple commodities: A theoretical study0 cited

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