Set-valued risk measures for conical market models

Journal article

Peer reviewed

Set-valued risk measures for conical market models

Andreas Heinrich Hamel, F Heyde and B Rudloff

Mathematics and Financial Economics, Vol.5(1), pp.1-28

5

2011

Handle:

https://hdl.handle.net/10863/629

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Details

Title: Set-valued risk measures for conical market models
Creators: Andreas Heinrich Hamel
F Heyde
B Rudloff
Publication Details: Mathematics and Financial Economics, Vol.5(1), pp.1-28
ISSN: 1862-9679
Series / Volume: 5
Publisher: Springer Verlag (Germany)
Identifiers: (UNIBZ)1879520
991005773078101241
Scopus ID: 2-s2.0-79957663662
Academic Unit: Faculty of Economics and Management
Language: English
Resource Type: Journal article
Author Names String: Hamel AH, Heyde F, Rudloff B

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