On sigma−additive robust representation of convex risk measures for unbounded financial positions in the presence of uncertainty about the market model
Year of publication: |
2007-03-01
|
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Authors: | Krätschmer, Volker |
Institutions: | Sonderforschungsbereich Ökonomisches Risiko <Berlin> |
Subject: | Unsicherheit | Fatou-Menge | Risikomessung |
Extent: | 467968 bytes 29 p. application/pdf |
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Series: | Diskussionspapier ; 2007-010 |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | G10 - General Financial Markets. General ; Corporate finance and investment policy. Other aspects ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
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