Coherent risk measures and uniform integrability

Finance and Stochastics 2026 Open access

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Authors: Muqiao Huang, Ruodu Wang
DOI: 10.1007/s00780-026-00587-7
Cited by: 0
References: 30

Fields of Study & Subjects

Risk and Portfolio Optimization Probability and Risk Models Stochastic processes and financial applications

Publication details

Journal / source
Finance and Stochastics
Volume
30
Issue
2
Pages
527–552
Publication date
9 February 2026
Language
EN