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Christos E. Kountzakis

1 paper hereh-index 6118 citations74 works total

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  • first author1

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  • q-fin.MF1

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most citedAcceptability Indices of Performance for Bounded Càdlàg Processes

5 citations · 5 across the 1 of their papers we have counts for

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1 paper

q-fin.MF2019★ 5 cited

Acceptability Indices of Performance for Bounded Càdlàg Processes

Christos E. Kountzakis, Damiano Rossello

Indices of acceptability are well suited to frame the axiomatic features of many performance measures, associated to terminal random cash flows.We extend this notion to classes of…

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