Mean‐ portfolio selection and ‐arbitrage for coherent risk measures (Q6054408)
From MaRDI portal
scientific article; zbMATH DE number 7743063
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean‐ portfolio selection and ‐arbitrage for coherent risk measures |
scientific article; zbMATH DE number 7743063 |
Statements
Mean‐ portfolio selection and ‐arbitrage for coherent risk measures (English)
0 references
28 September 2023
0 references
\( \rho \)-arbitrage
0 references
coherent risk measures
0 references
dual characterization
0 references
fundamental theorem of asset pricing
0 references
portfolio selection
0 references
0 references
0 references
