Satisfying convex risk limits by trading Journal Articles

authors

• Larsen, Kasper
• Pirvu, Traian
• Shreve, Steven E
• T�t�nc�, Reha

status

• published 

publication date

• April 2005

has subject area

• 0102 Applied Mathematics (FoR)
• 0104 Statistics (FoR)
• 1502 Banking, Finance and Investment (FoR)
• Finance (Science Metrix)

published in

• Finance and Stochastics  Journal

keywords

• Business & Economics
• Business, Finance
• MARKETS
• Mathematical Methods In Social Sciences
• Mathematics
• Mathematics, Interdisciplinary Applications
• Physical Sciences
• Science & Technology
• Social Sciences
• Social Sciences, Mathematical Methods
• Statistics & Probability
• continuous trading
• convex risk measures
• portfolio representation

Digital Object Identifier (DOI)

• 10.1007/s00780-004-0137-4

start page

• 177

end page

• 195

volume

• 9

issue

• 2