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 Series 2007

For a complete list of Discussion Papers published by the SFB 649,
please visit
http://sfb649.wiwi.hu-berlin.de.

001 "Trade Liberalisation, Process and Product Innovation, and Relative Skill
Demand" by Sebastian Braun, January 2007.

002 "Robust Risk Management. Accounting for Nonstationarity and Heavy
Tails" by Ying Chen and Vladimir Spokoiny, January 2007.

003 "Explaining Asset Prices with External Habits and Wage Rigidities in a
DsGe Model." by Harald Uhlig, January 2007.

004 "Volatility and Causality in Asia Pacific Financial Markets" by Enzo Weber,
January 2007.

005 "Quantile Sieve Estimates For Time Series" by Jürgen Franke, Jean-
Pierre Stockis and Joseph Tadjuidje, February 2007.

006 "Real Origins of the Great Depression: Monopolistic Competition, Union
Power, and the American Business Cycle in the 1920s" by Monique Ebell
and Albrecht Ritschl, February 2007.

007 "Rules, Discretion or Reputation? Monetary Policies and the Efficiency of
Financial Markets in Germany, 14th to 16th Centuries" by Oliver
Volckart, February 2007.

008 "Sectoral Transformation, Turbulence, and Labour Market Dynamics in
Germany" by Ronald Bachmann and Michael C. Burda, February 2007.

009 "Union Wage Compression in a Right-to-Manage Model" by Thorsten
Vogel, February 2007.

010 "On σ-additive robust representation of convex risk measures for
unbounded financial positions in the presence of uncertainty about the
market model" by Volker Kratschmer, March 2007.

SFB 649, Spandauer Straβe 1, D-10178 Berlin
http://sfb649.wiwi.hu-berlin.de


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



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