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Details about Philippe Artzner

E-mail:
Homepage:http://cournot.u-strasbg.fr/users/large/pagesperso/affinfos.php3?id=5
Workplace:Laboratoire de Recherche en Gestion (LaRGE) (Management Research Laboratory), Institut de Finance de Strasbourg (Strasburg Finance Institute), Université de Strasbourg (University of Strasbourg), (more information at EDIRC)
Institut de Recherche Mathématique Avancée

Access statistics for papers by Philippe Artzner.

Last updated 2010-04-10. Update your information in the RePEc Author Service.

Short-id: par196

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Journal Articles

1999

  1. Coherent Measures of Risk
    Mathematical Finance, 1999, 9, (3), 203-228 Downloads View citations (2600)

1995

  1. APPROXIMATE COMPLETENESS WITH MULTIPLE MARTINGALE MEASURES
    Mathematical Finance, 1995, 5, (1), 1-11 Downloads View citations (10)
  2. DEFAULT RISK INSURANCE AND INCOMPLETE MARKETS1
    Mathematical Finance, 1995, 5, (3), 187-195 Downloads View citations (38)

1990

  1. 'Finem Lauda' or the risks in swaps
    Insurance: Mathematics and Economics, 1990, 9, (4), 295-303 Downloads View citations (3)

1978

  1. Boundary behavior of supply: A continuity property of the maximizing correspondence
    Journal of Mathematical Economics, 1978, 5, (2), 133-152 Downloads
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