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Are reference measures of law-invariant functionals unique? - MaRDI portal

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Are reference measures of law-invariant functionals unique? (Q6607489)

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scientific article; zbMATH DE number 7915303
Language Label Description Also known as
English
Are reference measures of law-invariant functionals unique?
scientific article; zbMATH DE number 7915303

    Statements

    title
    Are reference measures of law-invariant functionals unique? (English)
    0 references
    publication date
    18 September 2024
    0 references
    zbMATH Keywords
    law invariance
    0 references
    probabilistic sophistication
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    dilatation monotonicity
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    scenario-based functionals
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    return risk measures
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    cites work
    Q5386174
    0 references
    Q3663565
    0 references
    Q4403141
    0 references

    Identifiers

    zbMATH DE Number
    7915303
    0 references
     
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