An important feature of some financial laws is the decomposability property. This is a theoretical issue for a financial law admitting that the cash flow does not change when the economic subject disinvests and immediately re-invests a capital. Decomposable laws are exponential. In the recent past, the notion of decomposability has been generalized, modelling non homogeneity of the time in financial processes by the action of triangular t-conorms over the times. In this more general setting, our aim is to compare and measure the advantages or disadvantages that the economic subject obtains when he interrupts a flow.
|Titolo:||Decomposable financial laws and profitability|
|Autori interni:||VENTRE, Aldo Giuseppe Saverio|
|Data di pubblicazione:||1998|
|Rivista:||INTERNATIONAL JOURNAL OF UNCERTAINTY, FUZZINESS AND KNOWLEDGE BASED SYSTEMS|
|Appare nelle tipologie:||1.1 Articolo in rivista|