Law invariant convex risk measures for portfolio vectors (Q3417652): Difference between revisions
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Revision as of 11:10, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Law invariant convex risk measures for portfolio vectors |
scientific article |
Statements
Law invariant convex risk measures for portfolio vectors (English)
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30 January 2007
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risk measures
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portfolio vector
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distortion
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average value-at-risk
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