Föllmer, Hans ; University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit ; Humboldt-Universität zu Berlin > Instutut für Mathematik
Knispel, Thomas; Leibniz Universität Hannover, Germany > Institut für Mathematische Stochastik
Language :
English
Title :
Convex Risk Measures: Basic Facts, Law-invariance and beyond, Asymptotics for Large Portfolios
Publication date :
2013
Main work title :
Handbook of the Fundamentals of Financial Decision Making
Editor :
MacLean, Leonard C.
Ziemba, William T.
Publisher :
World Scientific Publishing Co
ISBN/EAN :
978-981-4417-34-1
Collection name :
World Scientific Handbook in Financial Economics Series: Volume 4
