On quasiconvex dynamic risk measures by Prof. Marco Frittelli

Event Date: 

Monday, October 25, 2010 - 3:30pm to 5:00pm

Event Date Details: 

Refreshments served at 3:15 PM

Event Location: 

  • South Hall 5607F

Prof. Marco Frittelli (Math. Dept., Milano Univ., visiting PSTAT-CRFMS/UCSB)

Title:  On quasiconvex dynamic risk measures

Abstract: We introduce conditional quasiconvex risk measures and provide their dual representation. This generalizes the representation of quasiconvex real valued risk measures and of conditional convex risk measures. These results are applied in the study of the theory of dynamic risk measures and of performance indices.