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Latest revision as of 08:16, 11 July 2024

scientific article
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Seven proofs for the subadditivity of expected shortfall
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    Seven proofs for the subadditivity of expected shortfall (English)
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    21 January 2016
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    expected shortfall
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    TVaR
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    subadditivity
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    comonotonicity
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    value-at-risk
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    risk management
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    education
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