Insurance Mathematics and Economics · 2010 · 21 citations · 11 references
BusinessRisk ManagementProbability TheoryRisk AnalysisConvex AnalysisRisk MeasurementRisk PreferencesRisk TheoryConvex ConesConvexity In Normed SpacesRisk DecompositionRisk Measure Theory
11
Philippe Artzner, Freddy Delbaen, Jean‐Marc Eber et al. · Mathematical Finance · 1999 · 9K citations · Full text
Business, Finance, Risk Management +14
Convex measures of risk and trading constraints
Hans Föllmer, Alexander Schied · Finance and Stochastics · 2002 · 1.5K citations
Putting order in risk measures
Marco Frittelli, Emanuela Rosazza Gianin · Journal of Banking & Finance · 2002 · 715 citations
RISK MEASURES ON ORLICZ HEARTS
Patrick Cheridito, Tianhui Li · Mathematical Finance · 2009 · 221 citations
Business, Finance, Mathematics +12