Found 10 Documents (Results 1–10)
Hahn-Banach and sandwich theorems for equivariant vector lattice-valued operators and applications. (English) Zbl 07439074
Trade-off between robust risk measurement and market principles. (English) Zbl 1403.91145
Reviewer: Tak Kuen Siu (Sydney)
MSC:
91B24
91B30
Good deals and compatible modification of risk and pricing rule: a regulatory treatment. (English) Zbl 1255.91117
MSC:
91B24
91B30
Minimizing measures of risk by saddle point conditions. (English) Zbl 1200.91132
Reviewer: Alfred Göpfert (Halle)
Objective comparisons of the optimal portfolios corresponding to different utility functions. (English) Zbl 1176.90637
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