【作者单位】School of Mathematics and Statistics， Wuhan University；School of Science， Tibet University
【年份】2018
【卷号】第1期
【页码】361-376
【ISSN】0252-9602
【摘要】 In this paper, from the viewpoint of the time value of money, we study the risk measures for portfolio vectors with discount factor. Cash subadditive risk measures for portfolio vectors are proposed. Representation results are given by two different ...
