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Comonotonic Measures of Multivariate Risks

https://doi.org/10.2139/ssrn.1115729
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19/19 checkable references clean · checked 2026-08-25

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.

4 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 19 checked references that resolve
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Coherent Measures of Risk
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resolves10.1007/978-0-387-31256-9
Convex Analysis and Nonlinear Optimization
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Consistent risk measures for portfolio vectors
resolves10.1007/s00780-005-0152-0
Inf-convolution of risk measures and optimal risk transfer
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RISK MEASURES ON ORLICZ HEARTS
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A REPRESENTATION RESULT FOR CONCAVE SCHUR CONCAVE FUNCTIONS
resolves10.1007/978-3-662-04790-3_1
Coherent Risk Measures on General Probability Spaces
resolves10.1007/978-1-4757-3480-5
Functional Analysis and Infinite-Dimensional Geometry
resolves10.1515/9783110212075
Stochastic Finance
resolves10.1007/4-431-27233-x_2
Law invariant convex risk measures
resolves10.1007/s00780-004-0127-6
Vector-valued coherent risk measures
resolves10.1007/4-431-34342-3_4
Law invariant risk measures have the Fatou property
resolves10.1007/978-4-431-67891-5_4
On law invariant coherent risk measures
resolves10.1524/stnd.2006.24.1.97
Law invariant convex risk measures for portfolio vectors
resolves10.1007/s001840000052
Numerical and analytical results for the transportation problem of Monge-Kantorovich
resolves10.2307/1911053
Subjective Probability and Expected Utility without Additivity
resolves10.1090/gsm/058
Topics in Optimal Transportation
resolves10.2307/1911158
The Dual Theory of Choice under Risk
The 4 references without a DOI — listed, not checked
no DOI — not checkedThe VaR at Risk," forthcoming
no DOI — not checkedMass Transportation Problems
no DOI — not checkedMonge -Kantorovich transportation problem and optimal couplings
no DOI — not checkedref20
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