RISK MEASURES: RATIONALITY AND DIVERSIFICATION (Q3100754): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | RISK MEASURES: RATIONALITY AND DIVERSIFICATION |
scientific article |
Statements
RISK MEASURES: RATIONALITY AND DIVERSIFICATION (English)
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21 November 2011
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risk measures
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diversification
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cash-subadditivity
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quasiconvexity
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law-invariance
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mean value premium principle
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