On s-additive robust representation of convex risk measures for unbounded financial positions in the presence of uncertainty about the market model

SFB 649 Discussion Paper 2007-010

On σ-additive robust
representation of convex
risk measures for
unbounded financial
positions in the presence
of uncertainty about the
market model

* Berlin University of Technology, Germany

This research was supported by the Deutsche
Forschungsgemeinschaft through the SFB 649 "Economic Risk".

http://sfb649.wiwi.hu-berlin.de
ISSN 1860-5664

SFB 649, Humboldt-Universitat zu Berlin
Spandauer Straβe 1, D-10178 Berlin

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