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.

Decomposable financial laws and profitability

VENTRE, Aldo Giuseppe Saverio
1998

Abstract

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.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11591/374385
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