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Arnaud Jobert

1 paper here

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author position
  • first author1

Across the 1 of 1 paper where every author was matched, so the position is known.

fields
  • q-fin.RM1

identity via Semantic Scholar / OpenAlex

most citedValuations and dynamic convex risk measures

4 citations · 4 across the 1 of their papers we have counts for

collaborators

1 paper

q-fin.RM2007★ 4 cited

Valuations and dynamic convex risk measures

A. Jobert, L. C. G. Rogers

This paper approaches the definition and properties of dynamic convex risk measures through the notion of a family of concave valuation operators satisfying certain simple and cred…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.