Coherent and convex loss-based risk measures for portfolio vectors (Q1746035): Difference between revisions

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Revision as of 22:18, 19 March 2024

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Coherent and convex loss-based risk measures for portfolio vectors
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    Coherent and convex loss-based risk measures for portfolio vectors (English)
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    19 April 2018
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    convex loss-based risk measures
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    coherent loss-based risk measures
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    risk measures for portfolio vectors
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    multi-period risk measures
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