How Superadditive Can a Risk Measure Be?

How Superadditive Can a Risk Measure Be?

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Veröffentlicht in:SIAM journal on financial mathematics 2015-01, Vol.6 (1), p.776-803
Hauptverfasser: Wang, Ruodu, Bignozzi, Valeria, Tsanakas, Andreas
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Sprache:eng
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container_title SIAM journal on financial mathematics
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creator Wang, Ruodu
Bignozzi, Valeria
Tsanakas, Andreas
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title How Superadditive Can a Risk Measure Be?
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