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
Volker Kratschmer*
* 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
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