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



[13] H. Konig, ’’Measure and Integration”, Springer, Berlin et al., 1997.

[14] H. Konig, Measure and Integration: Integral representations of isotone functionals, Annales Universitatis
Saraviensis 9 (1998), 123-153.

[15] H. Konig, N. Kuhn, Angelic spaces and the double limit relation, J. London Math. Soc. 35 (1987), 454-470.

[16] V. Kratschmer, Robust representation of convex risk measures by probability measure, Finance and Stochas-
tics 9 (2005), 597-608.

[17] V. Kratschmer, Compactness in spaces of inner regular measures and a general Portmanteau lemma, SFB 649
discussion paper 2006-081, downloadable at
http://sfb649.wiwi.hu-berlin.de.

[18] F. Riedel, Dynamic Coherent Risk Measures, Stochastic Processes and Applications 112 (2004), 185-200.

[19] A. Ruszczynski, A. Shapiro, Optimization of convex risk functions, Math. Oper. Res. 31 (2006), 433-451.

[20] S. Simons, A convergence theorem with boundary, Pacific J. Math. 40 (1972), 703-708.

[21] S. Weber, Distribution-invariant dynamic risk measures, information, and dynamic consistency, Math. Finance
16 (2006), 419-442.

27



More intriguing information

1. Tax Increment Financing for Optimal Open Space Preservation: an Economic Inquiry
2. The Advantage of Cooperatives under Asymmetric Cost Information
3. The name is absent
4. Managing Human Resources in Higher Education: The Implications of a Diversifying Workforce
5. The name is absent
6. Feeling Good about Giving: The Benefits (and Costs) of Self-Interested Charitable Behavior
7. Feature type effects in semantic memory: An event related potentials study
8. Second Order Filter Distribution Approximations for Financial Time Series with Extreme Outlier
9. The name is absent
10. Food Prices and Overweight Patterns in Italy
11. From music student to professional: the process of transition
12. Tissue Tracking Imaging for Identifying the Origin of Idiopathic Ventricular Arrhythmias: A New Role of Cardiac Ultrasound in Electrophysiology
13. Portuguese Women in Science and Technology (S&T): Some Gender Features Behind MSc. and PhD. Achievement
14. Credit Markets and the Propagation of Monetary Policy Shocks
15. A Rare Case Of Fallopian Tube Cancer
16. Unemployment in an Interdependent World
17. The name is absent
18. Education Responses to Climate Change and Quality: Two Parts of the Same Agenda?
19. Credit Market Competition and Capital Regulation
20. Getting the practical teaching element right: A guide for literacy, numeracy and ESOL teacher educators