Set-valued average value at risk and its computation (Q356482): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Set-valued average value at risk and its computation |
scientific article |
Statements
Set-valued average value at risk and its computation (English)
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25 July 2013
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average value at risk
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set-valued risk measures
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coherent risk measures
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transaction costs
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Benson's algorithm
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