Scalar multivariate risk measures with a single eligible asset
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Cited by:
- c{C}au{g}{i}n Ararat & Zachary Feinstein, 2019. "Set-Valued Risk Measures as Backward Stochastic Difference Inclusions and Equations," Papers 1912.06916, arXiv.org, revised Sep 2020.
- Zachary Feinstein & Birgit Rudloff, 2018. "Time consistency for scalar multivariate risk measures," Papers 1810.04978, arXiv.org, revised Nov 2021.
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This paper has been announced in the following NEP Reports:- NEP-RMG-2018-09-03 (Risk Management)
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