Dual characterization of properties of risk measures on Orlicz hearts
Year of publication: |
2008
|
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Authors: | Cheridito, Patrick ; Li, Tianhui |
Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 2.2008, 1, p. 29-55
|
Subject: | Entscheidung unter Risiko | Decision under risk | Messung | Measurement | Maßzahl | Statistical measures | Theorie | Theory |
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