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Convex Risk Measures: Basic Facts, Law-invariance and beyond, Asymptotics for Large Portfolios

Research output: Chapter in book/report/conference proceeding › Contribution to book/anthology › Research › peer review

Authors

  • Thomas Knispel
  • Hans Föllmer

Research Organisations

External Research Organisations

  • Humboldt-Universität zu Berlin (HU Berlin)

Details

Original languageEnglish
Title of host publicationHandbook of the Fundamentals of Financial Decision Making, Part II
PublisherWorld Scientific
Publication statusPublished - 2013

Cite this

Convex Risk Measures: Basic Facts, Law-invariance and beyond, Asymptotics for Large Portfolios. / Knispel, Thomas; Föllmer, Hans.
Handbook of the Fundamentals of Financial Decision Making, Part II. World Scientific, 2013.

Research output: Chapter in book/report/conference proceeding › Contribution to book/anthology › Research › peer review

Knispel, T & Föllmer, H 2013, Convex Risk Measures: Basic Facts, Law-invariance and beyond, Asymptotics for Large Portfolios. in Handbook of the Fundamentals of Financial Decision Making, Part II. World Scientific.
Knispel, T., & Föllmer, H. (2013). Convex Risk Measures: Basic Facts, Law-invariance and beyond, Asymptotics for Large Portfolios. In Handbook of the Fundamentals of Financial Decision Making, Part II World Scientific.
Knispel T, Föllmer H. Convex Risk Measures: Basic Facts, Law-invariance and beyond, Asymptotics for Large Portfolios. In Handbook of the Fundamentals of Financial Decision Making, Part II. World Scientific. 2013
Knispel, Thomas ; Föllmer, Hans. / Convex Risk Measures: Basic Facts, Law-invariance and beyond, Asymptotics for Large Portfolios. Handbook of the Fundamentals of Financial Decision Making, Part II. World Scientific, 2013.
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