Theory and Applications of Categories, Vol. 29, No. 14, 2014, pp. 389–405. TOWARD CATEGORICAL RISK MEASURE THEORY TAKANORI ADACHI Abstract. We introduce a category that represents varying risk as well as ambiguity. We - Dynamic risk measure - Document - PDFSEARCH.IO

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	Theory and Applications of Categories, Vol. 29, No. 14, 2014, pp. 389–405. TOWARD CATEGORICAL RISK MEASURE THEORY TAKANORI ADACHI Abstract. We introduce a category that represents varying risk as well as ambiguity. We Add to Reading List Document Date: 2014-08-05 12:54:00 Open Document File Size: 337,09 KB Share Result on Facebook Company Lehman / JP Morgan Chase / / Facility Hitotsubashi University / / IndustryTerm law invariance / fundamental tools / / Organization PV PU / Hitotsubashi University / PU X / PV X / / Person Richard Blute / TAKANORI ADACHI / Hidetoshi Nakagawa / / Position Professor / supervisor / Artzner The author / / SocialTag Applied mathematics Mathematics Financial economics Conditional expectation Probability space Constructible universe Expected shortfall Dynamic risk measure Expected value Financial risk

Theory and Applications of Categories, Vol. 29, No. 14, 2014, pp. 389–405. TOWARD CATEGORICAL RISK MEASURE THEORY TAKANORI ADACHI Abstract. We introduce a category that represents varying risk as well as ambiguity. WeAdd to Reading List