On a class of law invariant convex risk measures
| Year of publication: |
2011
|
|---|---|
| Authors: | Angelsberg, Gilles ; Delbaen, Freddy ; Kaelin, Ivo ; Kupper, Michael ; Näf, Joachim |
| Published in: |
Finance and Stochastics. - Springer. - Vol. 15.2011, 2, p. 343-363
|
| Publisher: |
Springer |
| Subject: | Law invariant convex risk measures | Robust representation | Variational methods |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009149759