Consistent risk measures for portfolio vectors (Q2492174): Difference between revisions
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Latest revision as of 00:29, 19 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistent risk measures for portfolio vectors |
scientific article |
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Consistent risk measures for portfolio vectors (English)
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9 June 2006
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convex risk measure
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multivariate portfolio
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convex ordering
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