[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. A Theoretical Growth Model for Ireland2. Heavy Hero or Digital Dummy: multimodal player-avatar relations in FINAL FANTASY 7
3. Quality practices, priorities and performance: an international study
4. AMINO ACIDS SEQUENCE ANALYSIS ON COLLAGEN
5. The name is absent
6. Migrant Business Networks and FDI
7. Exchange Rate Uncertainty and Trade Growth - A Comparison of Linear and Nonlinear (Forecasting) Models
8. Expectations, money, and the forecasting of inflation
9. An Incentive System for Salmonella Control in the Pork Supply Chain
10. The name is absent