Uniqueness of convex-ranged probabilities and applications to risk measures and games
Massimiliano Amarante, Felix-Benedikt Liebrich, Cosimo Munari
| Year of publication: |
2025
|
|---|---|
| Authors: | Amarante, Massimiliano ; Liebrich, Felix-Benedikt ; Munari, Cosimo-Andrea |
| Published in: |
Mathematics of operations research. - Hanover, Md. : INFORMS, ISSN 1526-5471, ZDB-ID 2004273-5. - Vol. 50.2025, 1, p. 743-763
|
| Subject: | convex-ranged probabilities | games | risk measures | uniqueness theorem | Spieltheorie | Game theory | Risiko | Risk | Wahrscheinlichkeitsrechnung | Probability theory | Risikomaß | Risk measure | Messung | Measurement | Portfolio-Management | Portfolio selection |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/moor.2023.0015 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015211767