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5 research outputs found

On dentability and cones with a large dual

Author: BL Lin
BL Lin
C Kountzakis
CD Aliprantis
E Bednarczuk
E Casini
E Casini
F García Castaño
JM Borwein
JM Borwein
K Kunen
M Fabian
M Krein
M Petschke
M Reed
MA Krasnoselskii
XH Gong
YA Abramovich
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

The restricted convex risk measures in actuarial solvency

Author: B. Roorda
B. Øksendal
C. Berge
C. Hipp
C.D. Aliprantis
Christos E. Kountzakis
D. Duffie
D. Filipović
D.G. Konstantinides
Dimitrios G. Konstantinides
F. Delbaen
F. Riedel
H. Föllmer
I. Karatzas
I.A. Polyrakis
K. Detlefsen
M. Kaina
P. Artzner
P. Grandits
R. Norberg
S. Jaschke
X.H. Gong
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

Risk Measures and Capital Requirements with Multiple Eligible Assets

Author: A H Hamel
A H Hamel
C E Kountzakis
C Z?alinescuz?alinescu
Ch D Aliprantis
Cosimo-Andrea Munari
D M Kreps
G L Edgar
G Scandolo
H Bauer
H F�llmer
H F�llmer
I Ekeland
I Namioka
J.-P Aubin
M Frittelli
O Hustad
P Barrieu
Pablo Koch Medina
Ph Artzner
Ph Artzner
S A Clark
S Jaschke
T Arai
W Farkas
W Farkas
W Schachermayer
Walter Farkas
Publication venue: 'Elsevier BV'
Publication date: 01/01/2012
Field of study

Option spanning beyond $L_p$ L p -models

Author: AM Baptista
C Kountzakis
CD Aliprantis
CD Aliprantis
CD Aliprantis
DB Rokhlin
DB Rokhlin
DC Nachman
DJ Brown
DM Kreps
E Jouini
F Delbaen
F Delbaen
F Riedel
F. Xanthos
IA Polyrakis
J Hugonnier
J Orihuela
M Romano
N. Gao
P Cheridito
P Meyer-Nieberg
R Green
S Biagini
SA Ross
V Galvani
V Galvani
W Schachermayer
Y Abramovich
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

A Comparison of Techniques for Dynamic Multivariate Risk Measures

Author: A Bálbas
A Löhne
A Löhne
A Löhne
A Ruszczynski
AH Hamel
AH Hamel
AH Hamel
AH Hamel
B Bensaid
C Burgert
CD Aliprantis
CE Kountzakis
E Jouini
E Jouini
F Riedel
G Choquet
G Scandolo
H Föllmer
H Föllmer
I Cascos
I Molchanov
J Yan
K Detlefsen
M Frittelli
N Bourbaki
P Artzner
P Artzner
P Artzner
P Cheridito
P Cheridito
PP Boyle
S Perrakis
S Weber
W Farkas
W Farkas
W Schachermayer
YM Kabanov
YM Kabanov
Z Feinstein
Z Feinstein
Publication venue: 'Springer Science and Business Media LLC'
Publication date
Field of study

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