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中文摘要：
该文提出了一个风险度量的新概念,即定义在任意停时τ上的Fτ-Coherent风险度量.对任一满足Fatou性质的Fτ-Coherent风险调整值度量（即一个Fτ-Coherent风险度量的负值）φτ：L^∞（F）→L^∞（Fτ）,我们都可以用一个Fτ-凸概率测度集来给出它的显式表示.同时我们还证明了一个Fτ-Coherent风险调整值度量叮以用它的可接受头寸集合来表示.
英文摘要：
The authors present in this paper a new concept of risk measure defined at an arbitrary stopping timeτ, the Fτ-coherent risk measure. For an Fτ-coherent risk adjusted value （the negative of a Fτ-coherent risk measure）φτ： L^∞（F）→L^∞（Fτ）, which satisfies the Fatou property, its representation theorem is obtained by using a special Fτ-convex set of probability measures. It is also proven that an Fτ-coherent risk adjusted value can be represented by its acceptance set.
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