scientific article; zbMATH DE number 5257517

zbMATH Open1146.60006MaRDI QIDQ5454033FDOQ5454033

Yuji Morimoto, Shigeo Kusuoka

Publication date: 3 April 2008

Title of this publication is not available (Why is that?)

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05)

Cited In (4)

• Almost-Invariant and Finite-Time Coherent Sets: Directionality, Duration, and Diffusion
• Continuous-time limits of multi-period cost-of-capital margins
• Tail VaR Measures in a Multi-period Setting
• On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation

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