Convex Risk Measures: Basic Facts, Law-invariance and beyond, Asymptotics for Large Portfolios

Reference : Convex Risk Measures: Basic Facts, Law-invariance and beyond, Asymptotics for Large P...


	Document type :	Parts of books : Contribution to collective works
	Discipline(s) :	Physical, chemical, mathematical & earth Sciences : Mathematics
	To cite this reference:	http://hdl.handle.net/10993/15717

Title :	Convex Risk Measures: Basic Facts, Law-invariance and beyond, Asymptotics for Large Portfolios
Language :	English
Author, co-author :	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]
Publication date :	2013
Main document title :	Handbook of the Fundamentals of Financial Decision Making
Editor :	MacLean, Leonard C.
	Ziemba, William T.
Publisher :	World Scientific Publishing Co
Collection and collection volume :	World Scientific Handbook in Financial Economics Series: Volume 4
Pages :	507-554
Peer reviewed :	Yes
ISBN :	978-981-4417-34-1
Permalink :	http://hdl.handle.net/10993/15717

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Open access	RiskMeasures_FoellmerKnispel.pdf		Author preprint	724.22 kB	View/Open

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