Good Deal Bounds Induced by Shortfall Risk (Q3074983): Difference between revisions
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Revision as of 01:16, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Good Deal Bounds Induced by Shortfall Risk |
scientific article |
Statements
Good Deal Bounds Induced by Shortfall Risk (English)
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10 February 2011
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good deal bound
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shortfall
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convex risk measure
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Orlicz space
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predictably convex
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