In this paper we indicate a natural generalization of the notion of
the coherent risk measure in some partially ordered normed linear space
E, according to the remark that was first made in [9] about the relation
between coherent risk measures and coherent valuation bounds. The
generalization relies on considering a subspace of assets whose elements
are used in order to hedge every financial position under the minimum
cost with respect to some spot price functional. This subspace is supposed
to be a finite-dimensional cofinal subspace of E or a wedge of
E which behaves in the same way. We prove some properties of these
risk measures being similar to the ones which hold about coherent risk
measures and we give some examples of cofinal subspaces in partially
ordered linear spaces.
(volume 3 (2009), number 49)

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