Extends return risk measures to AM-algebras, introducing systemic and vector-valued RRMs with finiteness, continuity, and dual/aggregation representations.
(1941), Concrete representation of abstract (M)-spaces (A characterization of the space of continuous functions),Annals of Mathematics42(4), 994–1024
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Geometrically convex return risk measures on AM-algebras
Extends return risk measures to AM-algebras, introducing systemic and vector-valued RRMs with finiteness, continuity, and dual/aggregation representations.