Strongly consistent multivariate conditional risk measures (Q1648900): Difference between revisions

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Revision as of 04:11, 5 March 2024

scientific article
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Strongly consistent multivariate conditional risk measures
scientific article

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    Strongly consistent multivariate conditional risk measures (English)
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    5 July 2018
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    multivariate risk measures
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    strong consistency
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    law-invariance
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    conditional certainty equivalents
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    systemic risk measures
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