Acceptability indexes via g-expectations : an application to liquidity risk
Year of publication: |
2013
|
---|---|
Authors: | Rosazza Gianin, Emanuela ; Sgarra, Carlo |
Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 7.2013, 4, p. 457-475
|
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure |
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