Mean‐ portfolio selection and ‐arbitrage for coherent risk measures
From MaRDI portal
Publication:6054408
DOI10.1111/mafi.12333zbMath1522.91223arXiv2009.05498OpenAlexW3190648115MaRDI QIDQ6054408
Martin Herdegen, Unnamed Author
Publication date: 28 September 2023
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2009.05498
coherent risk measuresportfolio selectionfundamental theorem of asset pricingdual characterization\( \rho \)-arbitrage
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