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Beyond cash-additive risk measures : when changing the numéraire fails
Farkas, Walter; Koch Medina, Pablo; Munari, Cosimo - In: Finance and stochastics 18 (2014) 1, pp. 145-173
Persistent link: https://www.econbiz.de/10010235455
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Scenario-based risk evaluation
Wang, Ruodu; Ziegel, Johanna F. - In: Finance and stochastics 25 (2021) 4, pp. 725-756
Persistent link: https://www.econbiz.de/10012665201
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Fatou property, representations, and extensions of law-invariant risk measures on general Orlicz spaces
Gao, Niushan; Leung, Denny H.; Munari, Cosimo-Andrea; … - In: Finance and stochastics 22 (2018) 2, pp. 395-415
Persistent link: https://www.econbiz.de/10011945798
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Multi-utility representations of incomplete preferences induced by set-valued risk measures
Munari, Cosimo-Andrea - In: Finance and stochastics 25 (2021) 1, pp. 77-99
Persistent link: https://www.econbiz.de/10012433513
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Fundamental theorem of asset pricing with acceptable risk in markets with frictions
Arduca, Maria; Munari, Cosimo-Andrea - In: Finance and stochastics 27 (2023) 3, pp. 831-862
Persistent link: https://www.econbiz.de/10014328991