Relevant coherent measures of risk
type: Item
instance of: scholarly article
title: Relevant coherent measures of risk
zbMATH Open document ID: 1142.91045
published in: Journal of Mathematical Economics
publication date: 2006-12-07T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 5077851
zbMATH Keywords: coherent measure of risk
zbMATH Keywords: relevance
zbMATH Keywords: no arbitrage property
zbMATH Keywords: equivalent functionals
zbMATH Keywords: hedging price
zbMATH Keywords: martingale in
zbMATH Keywords: lattice
zbMATH Keywords: value at risk
zbMATH Keywords: worst conditional expectation
author: George Stoica
MaRDI profile type: Publication
full work available at URL: j.jmateco.2006.03.006
OpenAlex ID: W1975969223
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DOI: 10.1016/J.JMATECO.2006.03.006
description: scientific article; zbMATH DE number 5077851