Risk tomography (Q1681334)

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Risk tomography
scientific article

    Statements

    title
    Risk tomography (English)
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    author
    Jinwook Lee
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    Prékopa, András
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    publication date
    23 November 2017
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    zbMATH Keywords
    multivariate risk measures
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    \(p\)-efficient points
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    convexity
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    value-at-risk
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    conditional value-at-risk
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    Identifiers

    zbMATH DE Number
    6811925
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