I. Ekeland, W. Schachermayer:
"Law invariant risk measures on $(R^d)$";
Statistics and Risk Modeling, 28 (2011), 3; S. 195 - 225.
http://dx.doi.org/10.1524/stnd.2011.1099
Projektleitung Uwe Schmock:
Christian-Doppler-Labor für Portfolio Risk Management (PRisMa Lab)