Convex Risk Measures: Basic Facts, Law-invariance and beyond, Asymptotics for Large Portfolios
English
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]
2013
Handbook of the Fundamentals of Financial Decision Making
MacLean, Leonard C.
Ziemba, William T.
World Scientific Publishing Co
World Scientific Handbook in Financial Economics Series: Volume 4