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摘要翻译：
定义了锥形市场模型在$l^p_d$上具有$0leqp\leq\infty$的集值风险测度，给出了原始和对偶表示结果。允许对多元索赔进行超套期保值的初始禀赋集合被证明为一个集值次线性（相干）风险测度的值。具有多个合格资产的标量风险度量也是集值框架中的一个特例。
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英文标题：
《Set-valued risk measures for conical market models》
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作者：
Andreas H. Hamel, Frank Heyde, Birgit Rudloff
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最新提交年份：
2010
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分类信息：
一级分类：Quantitative Finance 数量金融学
二级分类：Risk Management 风险管理
分类描述：Measurement and management of financial risks in trading, banking, insurance, corporate and other applications
衡量和管理贸易、银行、保险、企业和其他应用中的金融风险
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英文摘要：
Set-valued risk measures on $L^p_d$ with $0 \leq p \leq \infty$ for conical market models are defined, primal and dual representation results are given. The collection of initial endowments which allow to super-hedge a multivariate claim are shown to form the values of a set-valued sublinear (coherent) risk measure. Scalar risk measures with multiple eligible assets also turn out to be a special case within the set-valued framework.
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PDF链接：
https://arxiv.org/pdf/1011.5986
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