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From isotonic Banach functionals to coherent risk measures - MaRDI portal

From isotonic Banach functionals to coherent risk measures (Q4548960)

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scientific article; zbMATH DE number 1789654
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English
From isotonic Banach functionals to coherent risk measures
scientific article; zbMATH DE number 1789654

    Statements

    title
    From isotonic Banach functionals to coherent risk measures (English)
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    author
    Z. Dudek
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    publication date
    27 August 2002
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    zbMATH Keywords
    coherent risk measure
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    isotonic functional
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    Identifiers

    zbMATH DE Number
    1789654
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    OpenAlex ID
    W2001232616
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    DOI
    10.4064/AM28-4-4
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