Are reference measures of law-invariant functionals unique?
Felix-Benedikt Liebrich
| Year of publication: |
2024
|
|---|---|
| Authors: | Liebrich, Felix-Benedikt |
| Subject: | Dilatation monotonicity | Law invariance | Probabilistic sophistication | Return risk measures | Scenario-based functionals | Theorie | Theory | Risiko | Risk | Messung | Measurement | Nutzenfunktion | Utility function | Risikomaß | Risk measure | Stochastischer Prozess | Stochastic process |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2024.06.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015067038