目次
1 Introduction
2 Mathematical Preliminaries
3 Value at Risk
4 Coherent and Concave Utility Functions
5 Law Determined Monetary Utility Functions
6 Operations on utility functions
7 Convex games and utility functions
8 Relation with VaR
9 The Capital Allocation Problem
10 The extension of risk measures to L0
11 Dynamic utility functions in a two period model
12 Finite and discrete Time