The course on risk measure, in Luminy, starts at 16.00 on Monday (here). The slides can be found here,
Note that additional references can be downloaded on the internet, e.g. the short course on risk measures by Freddy Delbaen (here) or the article from the Encyclopedia of quantitative finance, by Hans Föllmer and Alexander Schied (there). See also here for the paper by Jean Marc Tallon, Johanna Etner and Meglena Jeleva, on decision theory under uncertainty.
OpenEdition suggests that you cite this post as follows:
Arthur Charpentier (November 14, 2010). Course on risk measures (in French). Freakonometrics. Retrieved September 15, 2024 from https://doi.org/10.58079/oufl