Acceptability indexes via \(g\)-expectations: an application to liquidity risk (Q367373): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: Publication / rank | |||
Normal rank | |||
Revision as of 00:05, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Acceptability indexes via \(g\)-expectations: an application to liquidity risk |
scientific article |
Statements
Acceptability indexes via \(g\)-expectations: an application to liquidity risk (English)
0 references
13 September 2013
0 references
liquidity risk
0 references
acceptability indexes
0 references
\(g\)-expectations
0 references
convex risk measures
0 references
