Consistent risk measures for portfolio vectors (Q2492174): Difference between revisions

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Property / DOI: 10.1016/j.insmatheco.2005.08.008 / rank
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Property / author: Ludger Rüschendorf / rank
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Property / author: Ludger Rüschendorf / rank
 
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Property / MaRDI profile type: MaRDI publication profile / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2005.08.008 / rank
 
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Property / OpenAlex ID: W2001374710 / rank
 
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Property / cites work
 
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Consistent risk measures for portfolio vectors
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