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On {sigma}-additive robust representation of convex risk measures for unbounded financial positions in the presence of uncertainty about the market model

Krätschmer, Volker (contributor) - 2007

Persistent link: https://www.econbiz.de/10003422987

Robust representation of convex risk measures by probability measures

Krätschmer, Volker - In: Finance and stochastics 9 (2005) 4, pp. 597-608

Persistent link: https://www.econbiz.de/10003133313

The uniqueness of extremum estimation

Krätschmer, Volker (contributor) - 2006

Persistent link: https://www.econbiz.de/10003402324

Compactness in spaces of inner regular measures and a general Portmanteau lemma

Krätschmer, Volker (contributor) - 2006

The new aspect is that neither assumptions on compactness of the inner approximating lattices nor nonsequential continuity properties for the measures will be imposed. As a providing step also a generalization of the classical Portmanteau lemma will be established. The obtained characterizations...