RISK MEASURES: RATIONALITY AND DIVERSIFICATION

DOI10.1111/j.1467-9965.2010.00450.xzbMath1246.91029OpenAlexW1544247041MaRDI QIDQ3100754

Massimo Marinacci, Luigi Montrucchio, Simone Cerreia-Vioglio, Fabio Maccheroni

Publication date: 21 November 2011

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: http://www.carloalberto.org/assets/working-papers/no.100.pdf

zbMATH Keywords

quasiconvexityrisk measuresdiversificationmean value premium principlelaw-invariancecash-subadditivity

Mathematics Subject Classification ID

Related Items (43)

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