(PDF) Rearrangement Invariant, Coherent Risk Measures on

Rearrangement Invariant, Coherent Risk Measures on L0

Journal of Financial Risk Management

doi 10.4236/jfrm.2015.41003

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Date

January 1, 2015

Authors

Christos E. Kountzakis

Dimitrios G. Konstantinides

Publisher

Scientific Research Publishing, Inc,

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Rearrangement Invariant, Coherent Risk Measures on L<sup>0</Sup>

Journal of Financial Risk Management

doi 10.4236/jfrm.2015.41003

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