Monetary risk measures for stochastic processes via Orlicz duality
Christos E. Kountzakis, Damiano Rossello
| Year of publication: |
2022
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|---|---|
| Authors: | Kountzakis, Christos E. ; Rossello, Damiano |
| Published in: |
Decisions in economics and finance : a journal of applied mathematics. - Milano : Springer Italia, ISSN 1129-6569, ZDB-ID 2023516-1. - Vol. 45.2022, 1, p. 35-56
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| Subject: | Acceptability indices | Concave monetary utility functionals | Monetary risk measures for processes | Orlicz space duality | Theorie | Theory | Risiko | Risk | Stochastischer Prozess | Stochastic process | Geldpolitik | Monetary policy | Risikomaß | Risk measure | Messung | Measurement |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10203-021-00334-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013380529