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Investment under duality risk measure - MaRDI portal

Investment under duality risk measure (Q297406)

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Investment under duality risk measure
scientific article

    Statements

    title
    Investment under duality risk measure (English)
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    author
    Zuo Quan Xu
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    publication date
    27 June 2016
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    zbMATH Keywords
    duality axiom
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    duality risk measure
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    duality index
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    portfolio selection
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    91A80
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    91B16
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    91B26
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    91B30
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    zbMATH DE Number
    6598329
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    OpenAlex ID
    W2057523209
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    arXiv ID
    1406.4222
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