Before revision: We consider financial positions belonging to the Banach lattice of bounded measurable functions on a given measurable space. We discuss risk measures generated by general acceptance sets allowing for capital injections to be invested in a pre-specified eligible asset with an everywhere positive payoff.
After revision: We consider financial positions belonging to the Banach lattice of bounded measurable functions . We allow for general acceptance sets allowing for capital injections to be invested in a pre-specified eligible asset with an everywhere positive payoff.