COMONOTONIC MEASURES OF MULTIVARIATE RISKS (Q4906542): Difference between revisions

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+Coherent Measures of Risk
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+Normal rank
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+Minkowski-type theorems and least-squares clustering
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+Consistent risk measures for portfolio vectors
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+Normal rank
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+RISK MEASURES ON ORLICZ HEARTS
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+Normal rank
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+A REPRESENTATION RESULT FOR CONCAVE SCHUR CONCAVE FUNCTIONS
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+Functional analysis and infinite-dimensional geometry
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+THE VAR AT RISK
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+Normal rank
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+Law invariant risk measures have the Fatou property
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+Q4548486
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+Normal rank
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+Law invariant convex risk measures for portfolio vectors
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+Q4805362
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+Normal rank