Bogdan Grechuk

affiliation not provided to SSRN

No Address Available

SCHOLARLY PAPERS

2

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3

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

Schur Convex Functionals: Fatou Property and Representation

Mathematical Finance, Vol. 22, Issue 2, pp. 411-418, 2012
Number of pages: 8 Posted: 11 Feb 2012
Bogdan Grechuk and Michael Zabarankin
affiliation not provided to SSRN and Stevens Institute of Technology - Department of Mathematical Sciences
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Abstract:

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Schur convexity, risk measures, quantile representation, deviation measures, error measures

2.

Cooperative Games with General Deviation Measures

Mathematical Finance, Vol. 23, Issue 2, pp. 339-365, 2013
Number of pages: 27 Posted: 06 Mar 2013
Bogdan Grechuk, Anton Molyboha and Michael Zabarankin
affiliation not provided to SSRN, affiliation not provided to SSRN and Stevens Institute of Technology - Department of Mathematical Sciences
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Abstract:

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deviation measures, cooperative games, portfolio theory, risk sharing