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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

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    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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