Coherent risk measures in general economic models and price bubbles

DOI10.1016/j.jmateco.2013.02.002zbMath1287.91093OpenAlexW2031993234MaRDI QIDQ386059

Christos E. Kountzakis, Ioannis A. Polyrakis

Publication date: 13 December 2013

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmateco.2013.02.002

zbMATH Keywords

coherent risk measuresbubblesrisk measuresordered spaces

Mathematics Subject Classification ID

Related Items (1)

On the validity of use of physical equations and principles in the socio-economic field and on the predictability of socio-economic system dynamics

Cites Work

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• An Introduction to Banach Space Theory
• Stochastic finance. An introduction in discrete time
• Coherent risk measures and good-deal bounds

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