On sigma-additive robust representation of convex risk measures for unbounded financial positions in the presence of uncertainty about the market model
Volker Krätschmer
| Year of publication: |
2007
|
|---|---|
| Authors: | Krätschmer, Volker |
| Publisher: |
Berlin : Humboldt-Univ., SFB 649 |
| Subject: | Kreditmarkt | Unsicherheit | Risiko | Messung |
| Extent: | 27 S. |
|---|---|
| Series: | Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk. - Berlin : Humboldt-Univ., SFB 649, ISSN 1860-5656. - Vol. 2007,10 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Classification: | Investition, Finanzierung ; Geld, Inflation, Kapitalmarkt |
| Source: |
Persistent link: https://www.econbiz.de/10004879520