Consistent risk measures for portfolio vectors (Q2492174)

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Consistent risk measures for portfolio vectors
scientific article

    Statements

    title
    Consistent risk measures for portfolio vectors (English)
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    author
    Christian Burgert
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    publication date
    9 June 2006
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    zbMATH Keywords
    convex risk measure
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    multivariate portfolio
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    convex ordering
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    Identifiers

    zbMATH DE Number
    5030465
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