scholarly journals Conditional risk measures in a bipartite market structure

2017 ◽  
Vol 2018 (4) ◽  
pp. 328-355 ◽  
Author(s):  
Oliver Kley ◽  
Claudia Klüppelberg ◽  
Gesine Reinert
Keyword(s):  
Market Structure ◽  
Risk Measures ◽  
Conditional Risk ◽  
Conditional Risk Measures

The relations among the three kinds of conditional risk measures

2014 ◽  
Vol 57 (8) ◽  
pp. 1753-1764 ◽  
Author(s):  
TieXin Guo ◽  
ShiEn Zhao ◽  
XiaoLin Zeng
Keyword(s):  
Risk Measures ◽  
Conditional Risk ◽  
Conditional Risk Measures

scholarly journals Strongly consistent multivariate conditional risk measures

2018 ◽  
Vol 12 (3) ◽  
pp. 413-444 ◽  
Author(s):  
Hannes Hoffmann ◽  
Thilo Meyer-Brandis ◽  
Gregor Svindland
Keyword(s):  
Risk Measures ◽  
Conditional Risk ◽  
Conditional Risk Measures ◽  
Strongly Consistent
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