articleFinance and StochasticsOct 1, 2002Closed access

Convex measures of risk and trading constraints

HFHans FöllmerASAlexander Schied

Berlin Mathematical School · Humboldt-Universität zu Berlin

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Topics & keywords

Topics
Keywords
  • Mathematical finance
  • Coherent risk measure
  • Risk measure
  • Duality (order theory)
  • Mathematics
  • Bounded function
  • Probability measure
  • Dynamic risk measure
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