Law invariant risk measures have the Fatou property
Year of publication: |
2006
|
---|---|
Authors: | Jouini, Elyès ; Schachmayer, Walter ; Touzi, Nizar |
Published in: |
Advances in mathematical economics. - Singapore : Springer Science + Business Media, ISSN 1866-2226, ZDB-ID 1500427-2. - Vol. 9.2006, p. 49-71
|
Subject: | Theorie | Theory | Risiko | Risk | Messung | Measurement | Risikomaß | Risk measure |
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