Dynamic coherent risk measures
Top Cited Papers
- 1 August 2004
- journal article
- Published by Elsevier in Stochastic Processes and their Applications
- Vol. 112 (2) , 185-200
- https://doi.org/10.1016/j.spa.2004.03.004
Abstract
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This publication has 7 references indexed in Scilit:
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- Convex measures of risk and trading constraintsFinance and Stochastics, 2002
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- Coherent Measures of RiskMathematical Finance, 1999
- Dynamic Choice and NonExpected UtilityJournal of Risk and Uncertainty, 1998
- Axiomatic characterization of insurance pricesInsurance: Mathematics and Economics, 1997
- CHOQUET PRICING FOR FINANCIAL MARKETS WITH FRICTIONS1Mathematical Finance, 1996