Reference health

Dual Characterization of Properties of Risk Measures

https://doi.org/10.2139/ssrn.1098864
CiteStamped reference-health badge
29/29 checkable references clean · checked 2026-08-24

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

6 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 29 checked references that resolve
resolves10.1016/s0378-4266(02)00281-9
Spectral measures of risk: A coherent representation of subjective risk aversion
resolves10.1111/1467-9965.00068
Coherent Measures of Risk
resolves10.1287/moor.12.2.224
Penalty Functions and Duality in Stochastic Programming Via ϕ-Divergence Functionals
resolves10.1016/s0304-405x(01)00075-7
Pricing and hedging in incomplete markets
resolves10.1214/ejp.v11-302
Dynamic Monetary Risk Measures for Bounded Discrete-Time Processes
resolves10.1111/j.1467-9965.2009.00364.x
RISK MEASURES ON ORLICZ HEARTS
resolves10.1007/s00780-006-0009-1
Weighted V@R and its Properties
resolves10.2139/ssrn.1023525
Divergence Utilities
resolves10.1111/j.1467-9965.2005.00253.x
A REPRESENTATION RESULT FOR CONCAVE SCHUR CONCAVE FUNCTIONS
resolves10.1007/978-3-662-04790-3_1
Coherent Risk Measures on General Probability Spaces
resolves10.1111/j.1467-9965.2009.00370.x
RISK MEASURES FOR NON‐INTEGRABLE RANDOM VARIABLES
resolves10.1017/cbo9780511574740
Stopping Times and Directed Processes
resolves10.1007/s007800200072
Convex measures of risk and trading constraints
resolves10.1007/978-3-662-04790-3_2
Robust Preferences and Convex Measures of Risk
resolves10.1515/9783110212075
Stochastic Finance
resolves10.1016/s0378-4266(02)00270-4
Putting order in risk measures
resolves10.1007/4-431-27233-x_2
Law invariant convex risk measures
resolves10.1007/pl00013530
Coherent risk measures and good-deal bounds
resolves10.1007/4-431-34342-3_4
Law invariant risk measures have the Fatou property
resolves10.1007/0-387-28654-3_5
Modeling and Implementation of Risk-Averse Preferences in Stochastic Programs Using Risk Measures
resolves10.1007/978-4-431-67891-5_4
On law invariant coherent risk measures
resolves10.1111/j.1467-9965.2005.00255.x
A SHORT NOTE ON SECOND‐ORDER STOCHASTIC DOMINANCE PRESERVING COHERENT RISK MEASURES
resolves10.1016/s0378-4266(02)00271-6
Conditional value-at-risk for general loss distributions
resolves10.1007/s00780-005-0165-8
Generalized deviations in risk analysis
resolves10.1287/moor.1050.0186
Optimization of Convex Risk Functions
resolves10.1007/s00780-006-0024-2
Optimal investments for risk- and ambiguity-averse preferences: a duality approach
resolves10.1007/978-0-387-34675-5
Stochastic Orders
resolves10.1111/j.0960-1627.2004.00186.x
Fundamental Theorems of Asset Pricing for Good Deal Bounds
resolves10.1142/5021
Convex Analysis in General Vector Spaces
The 6 references without a DOI — listed, not checked
no DOI — not checkedref1
no DOI — not checkedref3
no DOI — not checkedOn topological properties of f-divergences
no DOI — not checkedref16
no DOI — not checkedref17
no DOI — not checkedref22
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

checked 2026-08-24 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record

view as graph · paper page

Embed this badge

Both snippets point at the live badge image and link back to this page. The badge re-renders from the daily check, so an embed never goes stale by more than a day of visits.

<a href="https://citestamp.com/citestamped/10.2139/ssrn.1098864"><img src="https://citestamp.com/citestamped/10.2139/ssrn.1098864/badge.svg" alt="CiteStamped reference-health badge" width="460" height="64"></a>
[![CiteStamped reference-health badge](https://citestamp.com/citestamped/10.2139/ssrn.1098864/badge.svg)](https://citestamp.com/citestamped/10.2139/ssrn.1098864)