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20192025
most citedFundamental theorem of asset pricing with acceptable risk in markets with frictions

1 citations · 1 across the 2 of their papers we have counts for

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q-fin.MF2019

Dual representations for systemic risk measures based on acceptance sets

Maria Arduca, Pablo Koch-Medina, Cosimo Munari

We establish dual representations for systemic risk measures based on acceptance sets in a general setting. We deal with systemic risk measures of both "first allocate, then aggreg…