Nonlinear expectations of random sets
Ilya Molchanov, Anja Mühlemann
| Year of publication: |
2021
|
|---|---|
| Authors: | Molčanov, Il'ja S. ; Mühlemann, Anja |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 1432-1122, ZDB-ID 1467022-7. - Vol. 25.2021, 1, p. 5-41
|
| Subject: | Multiasset portfolio | Random set | Selection expectation | Sublinear expectation | Superlinear expectation | Set-valued function | Transaction costs | Utility | Erwartungsbildung | Expectation formation | Theorie | Theory | Transaktionskosten | Portfolio-Management | Portfolio selection | Rationale Erwartung | Rational expectations | Erwartungsnutzen | Expected utility | Stochastischer Prozess | Stochastic process |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00780-020-00442-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012433510