Guerra, ManuelCenteno, M. de Lourdes2023-05-152023-05-152010Guerra, Manuel, and M. de Lourdes Centeno. (2010). “Optimal trading under coherent comonotonic risk measures”. [PDF] ulisboa - cemapre.iseg.ulisboa.pt . Preprint (Search PDF in 2023).http://hdl.handle.net/10400.5/27779This paper deals with the optimal risk trading from the point of view of an individual who rates his position using a coherent comonotonic risk measure, assuming that the market price is also coherent and comonotonic. We obtain a simple and intuitive explicit solution in terms of Kusuoka representationengCoherent Risk MeasuresRisk-adjusted Risk MeasuresOptimal TradingOptimal Risk Cedencepreprint