On Kusuoka Representation of Law Invariant Risk Measures (Q5169659): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1287/moor.1120.0563 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2134802631 / rank | |||
Normal rank | |||
Latest revision as of 02:01, 20 March 2024
scientific article; zbMATH DE number 6316323
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Kusuoka Representation of Law Invariant Risk Measures |
scientific article; zbMATH DE number 6316323 |
Statements
On Kusuoka Representation of Law Invariant Risk Measures (English)
0 references
11 July 2014
0 references
coherent risk measures
0 references
law invariance
0 references
average value-at-risk
0 references
Fenchel-Moreau theorem
0 references
comonotonic risk measures
0 references
