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Optimal payoffs for directionally closed acceptance sets - MaRDI portal

Optimal payoffs for directionally closed acceptance sets (Q5052579)

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scientific article; zbMATH DE number 7623315
Language Label Description Also known as
English
Optimal payoffs for directionally closed acceptance sets
scientific article; zbMATH DE number 7623315

    Statements

    title
    Optimal payoffs for directionally closed acceptance sets (English)
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    author
    Marcel Marohn
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    Christiane Tammer
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    publication date
    25 November 2022
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    zbMATH Keywords
    financial positions
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    investments
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    ordering cones
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    risk measures
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    translation invariance
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    weakly efficient points
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    Identifiers

    zbMATH DE Number
    7623315
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    OpenAlex ID
    W4312678445
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