We provide a dual representation of quasiconvex conditional risk measures \% \rho defined on L^{0} modules of the L^{p} type  . This is a consequence of more general result which extend the usual Penot-Volle representation for quasiconvex real valued maps . We establish, in the conditional setting, a complete duality between quasiconvex risk measures and the appropriate class of dual functions .
In the conditional setting we provide a complete duality between quasiconvex risk measures defined on L^{0} modules of the L^{p} type and the appropriate class of dual functions . This is based on a general result which extends the usual Penot-Volle representation for quasiconvex real valued maps .
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We provide a dual representation of quasiconvex conditional risk measures \% \rho
In the conditional setting we provide a complete duality between quasiconvex risk measures
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. We establish, in the conditional setting, a complete duality between quasiconvex risk measures and the appropriate class of dual functions