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Exact functionals and their core

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  • Sebastian Maaβ

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  • Sebastian Maaβ, 2002. "Exact functionals and their core," Statistical Papers, Springer, vol. 43(1), pages 75-93, January.
    • Handle: RePEc:spr:stpapr:v:43:y:2002:i:1:p:75-93
    DOI: 10.1007/s00362-001-0087-2
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    References listed on IDEAS

    as
    1. DELBAEN, Freddy, 1974. "Convex games and extreme points," LIDAM Reprints CORE 159, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    2. Gilboa, Itzhak & Schmeidler, David, 1989. "Maxmin expected utility with non-unique prior," Journal of Mathematical Economics, Elsevier, vol. 18(2), pages 141-153, April.
    3. Philippe Artzner & Freddy Delbaen & Jean‐Marc Eber & David Heath, 1999. "Coherent Measures of Risk," Mathematical Finance, Wiley Blackwell, vol. 9(3), pages 203-228, July.
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    Cited by:

    1. Andreas H Hamel, 2018. "Monetary Measures of Risk," Papers 1812.04354, arXiv.org.

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