Duality for Set-Valued Measures of Risk (Q3402360)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Duality for Set-Valued Measures of Risk |
scientific article |
Statements
Duality for Set-Valued Measures of Risk (English)
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3 February 2010
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set-valued risk measures
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coherent risk measures
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Legendre-Fenchel transform
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convex duality
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value at risk
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