Law invariant risk measures have the Fatou property
Elyès Jouini, Walter Schachmayer, and Nizar Touzi
| Year of publication: |
2006
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|---|---|
| Authors: | Jouini, Elyès ; Schachmayer, Walter ; Touzi, Nizar |
| Published in: |
Advances in mathematical economics. - Singapore : Springer Science + Business Media, ISSN 1866-2226, ZDB-ID 1500427-2. - Vol. 9.2006, p. 49-71
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| Subject: | Theorie | Theory | Risiko | Risk | Messung | Measurement | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003331355