haku: @indexterm Price theory / yhteensä: 201
viite: 15 / 201
| Tekijä: | Frittelli, M. Rosazza Gianin, E. |
| Otsikko: | Putting order in risk measures |
| Lehti: | Journal of Banking and Finance
2002 : JUL, VOL. 26:7, p. 1473-1486 |
| Asiasana: | Risk measurement Price theory Incomplete markets Convex programming |
| Kieli: | eng |
| Tiivistelmä: | The paper introduces a set of axions that define convex risk measures. Duality theory provides the representation theorem for these measures and the link with pricing rules. |
SCIMA