Risk measures and nonlinear expectations
Zengjing Chen; Kun He; Reg Kulperger
| Year of publication: |
2013
|
|---|---|
| Authors: | Chen, Zengjing ; He, Kun ; Kulperger, Reg |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 3.2013, 3, p. 383-391
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| Subject: | Risk Measure | Coherent Risk | Convex Risk | Choquet Expectation | g-Expectation | Backward Stochastic Differential Equation | Converse Comparison Theorem | BSDE | Jensen’s Inequality | Risiko | Risk | Theorie | Theory | Risikomaß | Risk measure | Stochastischer Prozess | Stochastic process | Analysis | Mathematical analysis | Erwartungsbildung | Expectation formation | Messung | Measurement | Erwartungsnutzen | Expected utility | Entscheidung unter Risiko | Decision under risk | CAPM |
| 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/10010239533