Coherent and convex loss-based risk measures for portfolio vectors (Q1746035)
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English | 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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