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1 On the significance of expected shortfall as a coherent risk measure
Koji Inuia and Masaaki Kijima Journal of Banking & Finance Volume 29, Issue 4, April 2005, Pages 853-864 Risk Measurement http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6VCY-4DF49YD-1&_user=10&_coverDate=04%2F01%2F2005&_rdoc=1&_fmt=high&_orig=gateway&_origin=gateway&_sort=d&_docanchor=&view=c&_searchStrId=1753227664&_rerunOrigin=scholar.google&_acct=C000050221&_version=1&_urlVersion=0&_userid=10&md5=9434e6f3e11f598ea14015d7d41d4b94&searchtype=a 2 The Structure of m–Stable Sets and in Particular of the Set of Risk Neutral Measures Freddy Delbaen Mathematics and Statistics In Memoriam Paul-André Meyer Lecture Notes in Mathematics, 2006, Volume 1874/2006, 215-258, DOI: 10.1007/978-3-540-35513-7_17 http://www.springerlink.com/content/5v44774n45827450/ 3 Coherent risk measures Freddy Delbaen Mathematics and Statistics Blätter der DGVFM Volume 24, Number 4, 733-739, DOI: 10.1007/BF02809088 http://www.springerlink.com/content/d3h524g3j2074132/ 4 Coherent risk measures on general probability spaces (2002) Freddy Delbaen http://en.scientificcommons.org/43570966 |
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