On a class of law invariant convex risk measures
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Date
2011-06Type
- Journal Article
ETH Bibliography
yes
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Publication status
publishedExternal links
Journal / series
Finance and StochasticsVolume
Pages / Article No.
Publisher
SpringerSubject
Law invariant convex risk measures; Robust representation; Variational methodsOrganisational unit
03440 - Delbaen, Freddy
Notes
Received 13 July 2007, Accepted 8 February 2010, Published online 23 December 2010.More
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ETH Bibliography
yes
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