Acceptability indexes via \(g\)-expectations: an application to liquidity risk
type: Item
instance of: scholarly article
title: Acceptability indexes via \(g\)-expectations: an application to liquidity risk
zbMATH Open document ID: 1273.91464
author: Emanuela Rosazza Gianin
author: Carlo Sgarra
published in: Mathematics and Financial Economics
publication date: 2013-09-13T00:00:00Z
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 60H15
zbMATH DE Number: 6208206
zbMATH Keywords: liquidity risk
zbMATH Keywords: acceptability indexes
zbMATH Keywords: \(g\)-expectations
zbMATH Keywords: convex risk measures
MaRDI profile type: Publication
full work available at URL: s11579-013-0097-6
OpenAlex ID: W3123058226
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DOI: 10.1007/S11579-013-0097-6
description: scientific article; zbMATH DE number 6208206