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Marcelo Brutti Righi
 
''Closed spaces induced by deviation measures''
( 2017, Vol. 37 No.3 )
 
 
We show that a generalized deviation measure can induce a seminorm, which is a norm in important cases. The generalized deviation measure is finite and continuous with respect to the introduced norm. From the norm, we extend to a closed space, which can be understood as a natural domain for generalized deviation measures.
 
 
Keywords:
JEL: G1 - (G11, G13, G13) Portfolios, Investments, Asset and Futures Pricing, Trading Volume & Bond Interest Rates
 
Manuscript Received : Jul 27 2017 Manuscript Accepted : Jul 29 2017

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