Bounds for nested law invariant coherent risk measures (Q1939679): Difference between revisions

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+https://doi.org/10.1016/j.orl.2012.09.002
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+W1992042070
@@ Property / OpenAlex ID: W1992042070 / rank @@
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+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
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+Q4552656
@@ Property / cites work: Q4552656 / rank @@
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@@ Property / cites work @@
+Q3528030
@@ Property / cites work: Q3528030 / rank @@
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@@ Property / cites work @@
+Dynamic coherent risk measures
@@ Property / cites work: Dynamic coherent risk measures / rank @@
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@@ Property / cites work @@
+Conditional Risk Mappings
@@ Property / cites work: Conditional Risk Mappings / rank @@
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@@ Property / cites work @@
+Optimization of Convex Risk Functions
@@ Property / cites work: Optimization of Convex Risk Functions / rank @@
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@@ Property / cites work @@
+Lectures on Stochastic Programming
@@ Property / cites work: Lectures on Stochastic Programming / rank @@
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