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Property / author: Stoyan V. Stoyanov / rank
 
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Property / full work available at URL: https://doi.org/10.1080/15598608.2008.10411874 / rank
 
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Property / cites work: Inequalities for E k(X, Y) when the marginals are fixed / rank
 
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Property / cites work: Modern Theory of Summation of Random Variables / rank
 
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Latest revision as of 11:26, 20 July 2024

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Probability metrics with applications in finance
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    Probability metrics with applications in finance (English)
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    13 September 2019
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    probability metrics
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    stochastic dominance
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    dispersion measure
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    deviation measure
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    risk measure
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    benchmark-tracking
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