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scientific article; zbMATH DE number 6129752
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scientific article; zbMATH DE number 6129752

    Statements

    author
    Yi Wang
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    Zhiping Chen
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    Li Yang
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    publication date
    24 January 2013
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    zbMATH DE Number
    6129752
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    zbMATH Keywords
    financial risk
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    moment information
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    VaR
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    coherent risk measure
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    convex risk measure
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    multi-period risk measure
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