Cash subadditive risk measures for portfolio vectors
type: Item
instance of: scholarly article
title: Cash subadditive risk measures for portfolio vectors
zbMATH Open document ID: 1399.91096
DOI: 10.1016/S0252-9602(17)30137-6
author: Hongwei Liu
author: Linxiao Wei
author: Yijun Hu
published in: Acta Mathematica Scientia. Series B. (English Edition)
publication date: 2018-06-07T00:00:00Z
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 6881885
zbMATH Keywords: cash subadditivity
zbMATH Keywords: risk measures
zbMATH Keywords: convex analysis
zbMATH Keywords: portfolio vectors
MaRDI profile type: Publication
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full work available at URL: s0252-9602(17)30137-6
OpenAlex ID: W2772957911
description: scientific article; zbMATH DE number 6881885