Alexander S. Cherny

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Papers (5)

1. Coherent measurement of factor risks math.PR · 2006 · author #1
2. CAPM, rewards, and empirical asset pricing with coherent risk math.PR · 2006 · author #1
3. Pricing and hedging in incomplete markets with coherent risk math.PR · 2006 · author #1
4. Pricing with coherent risk math.PR · 2006 · author #1
5. Equilibrium with coherent risk math.PR · 2006 · author #1

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Frequent Coauthors

• Dilip B. Madan 3 shared papers