RISK MEASURES: RATIONALITY AND DIVERSIFICATION (Q3100754)

From MaRDI portal
Revision as of 21:49, 3 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
RISK MEASURES: RATIONALITY AND DIVERSIFICATION
scientific article

    Statements

    title
    RISK MEASURES: RATIONALITY AND DIVERSIFICATION (English)
    0 references
    author
    Simone Cerreia-Vioglio
    0 references
    Fabio Maccheroni
    0 references
    Massimo Marinacci
    0 references
    Luigi Montrucchio
    0 references
    publication date
    21 November 2011
    0 references
    zbMATH Keywords
    risk measures
    0 references
    diversification
    0 references
    cash-subadditivity
    0 references
    quasiconvexity
    0 references
    law-invariance
    0 references
    mean value premium principle
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91B02
    0 references
    91B30
    0 references
    47N30
    0 references
    zbMATH DE Number
    5975641
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3100754&oldid=16171297"
    Powered by MediaWiki