A generalized Neyman-Pearson lemma for g-probabilities
Shaolin Ji; Xun Yu Zhou
| Year of publication: |
2010
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|---|---|
| Authors: | Ji, Shaolin ; Zhou, Xun Yu |
| Published in: |
Probability theory and related fields : continuation of Zeitschrift für Wahrscheinlichkeitstheorie. - Berlin : Springer, ISSN 0178-8051, ZDB-ID 165783-5. - Vol. 148.2010, 3/4, p. 645-669
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| Subject: | Portfolio-Management | Portfolio selection | Analysis | Mathematical analysis | Stochastischer Prozess | Stochastic process | Kontrolltheorie | Control theory | USA | United States | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008649933