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Beyond cash-additive risk measures: when changing the numéraire fails.

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Title: Beyond cash-additive risk measures: when changing the numéraire fails.
Authors: Farkas, Walter walter.farkas@bf.uzh.ch, Koch-Medina, Pablo1 pablo.koch@bf.uzh.ch, Munari, Cosimo2 cosimo.munari@math.ethz.ch
Source: Finance & Stochastics. Jan2014, Vol. 18 Issue 1, p145-173. 29p.
Database: Business Source Ultimate
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An: 93315666
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PubType: Academic Journal
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        Value: 10.1007/s00780-013-0220-9
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        Text: English
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