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On quasiconvex conditional maps : duality results and applications to finance / Marco Maggis.
- Format:
- Book
- Author/Creator:
- Maggis, Marco, author.
- Series:
- Mathematical Sciences
- Language:
- English
- Subjects (All):
- Economics.
- Finance.
- Physical Description:
- 1 online resource (131 pages) : illustrations; digital, PDF file(s).
- Place of Publication:
- Ledizioni 2011
- Italy : Libreria Ledi Srl, 2011
- Language Note:
- English
- System Details:
- text file
- Summary:
- Quasiconvex analysis has important applications in several optimization problems in science, economics and in finance, where convexity may be lost due to absence of global risk aversion, as for example in Prospect Theory.
- Notes:
- Bibliographic Level Mode of Issuance: Monograph
- Includes bibliographical references.
- CC BY-SA
- Other Format:
- Print version:
- OCLC:
- 1163845483
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