H. Assa

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20082026

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q-fin.RM2008

Convex Risk Measures: Lebesgue Property on one Period and Multi Period Risk Measures and Application in Capital Allocation Problem

Hirbod Assa

In this work we study the Lebesgue property for convex risk measures on the space of bounded càdlàg random processes ( $R^{\infty}$ ). Lebesgue property has been defined for…

math.PR2008

Characterization of Compact Subsets of $A^{p}$ with Respect to Weak Topology

Hirbod Assa

In this brief article we characterize the relatively compact subsets of $A^{p}$ for the topology $σ (A^{p}, R^{q})$ (see below), by the weak compact subsets o…

Convex Risk Measures: Lebesgue Property on one Period and Multi Period Risk Measures and Application in Capital Allocation Problem

Characterization of Compact Subsets of Ap with Respect to Weak Topology

Characterization of Compact Subsets of $A^{p}$ with Respect to Weak Topology