Risk Measures and AttitudesFrancesca Biagini, Andreas Richter, Harris SchlesingerSpringer
Part I Risk Attitudes
1 Weak Closedness of Monotone Sets of Lotteries and Robust Representation of Risk Preferences................... 3
Patrick Cheridito, Samuel Drapeau, and Michael Kupper
2 Multivariate Concave and Convex Stochastic Dominance....... 11
Michel Denuit, Louis Eeckhoudt, Ilia Tsetlin, and Robert L. Winkler
Part II Downside Risk
3 Reliable Quantification and Efficient Estimation of Credit Risk... 35
Jörn Dunkel and Stefan Weber
4 Diffusion-Based Models for Financial Markets Without Martingale Measures................................. 45
Claudio Fontana and Wolfgang J. Runggaldier
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