Are reference measures of law-invariant functionals unique? (Q6607489)
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scientific article; zbMATH DE number 7915303
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| English | Are reference measures of law-invariant functionals unique? |
scientific article; zbMATH DE number 7915303 |
Statements
Are reference measures of law-invariant functionals unique? (English)
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18 September 2024
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law invariance
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probabilistic sophistication
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dilatation monotonicity
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scenario-based functionals
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return risk measures
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0.8253396153450012
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0.7911497354507446
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0.781172513961792
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0.7765821218490601
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0.7763645648956299
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