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RISK MEASURES: RATIONALITY AND DIVERSIFICATION - MaRDI portal

RISK MEASURES: RATIONALITY AND DIVERSIFICATION (Q3100754)

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RISK MEASURES: RATIONALITY AND DIVERSIFICATION
scientific article

    Statements

    title
    RISK MEASURES: RATIONALITY AND DIVERSIFICATION (English)
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    author
    Massimo Marinacci
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    Luigi Montrucchio
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    Simone Cerreia-Vioglio
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    Fabio Maccheroni
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    publication date
    21 November 2011
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    zbMATH Keywords
    risk measures
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    diversification
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    cash-subadditivity
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    quasiconvexity
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    law-invariance
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    mean value premium principle
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    Identifiers

    Mathematics Subject Classification ID
    91B02
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    91B30
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    47N30
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    zbMATH DE Number
    5975641
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    OpenAlex ID
    W1544247041
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