Law invariant convex risk measures for portfolio vectors (Q3417652)

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Law invariant convex risk measures for portfolio vectors
scientific article

    Statements

    title
    Law invariant convex risk measures for portfolio vectors (English)
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    publication date
    30 January 2007
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    zbMATH Keywords
    risk measures
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    portfolio vector
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    distortion
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    average value-at-risk
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    Identifiers

    zbMATH DE Number
    5119807
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    OpenAlex ID
    W1969765110
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