Optimal payoffs for directionally closed acceptance sets

DOI10.23952/JNVA.6.2022.6.04MaRDI QIDQ5052579zbMATH OpenOpenAlexFDO

Authors Marcel Marohn, Chr. Tammer

Publication date 25 November 2022

Published in Journal of Nonlinear and Variational Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.23952/jnva.6.2022.6.04

zbMATH Keywords

financial positionsinvestmentsordering conesrisk measurestranslation invarianceweakly efficient points

Mathematics Subject Classification ID

Functional analysis (46-XX) Operator theory (47-XX)

Recommendations

• Characterization of efficient points of acceptance sets
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Cites work

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• scientific article; zbMATH DE number 3307201 (Why is no real title available?)
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Cited in

(2)

• Characterization of efficient points of acceptance sets
• Bishop-Phelps type scalarization for vector optimization in real topological-linear spaces

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