Information Security and Privacy
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Recommendations
- The dynamics of risk beyond convexity
- The Pareto Copula, Aggregation of Risks, and the Emperor's Socks
- The economics of risk and time
- An expository note on individual risk without aggregate uncertainty
- Ambiguity, Risk, and Asset Returns in Continuous Time
- Aggregate risk and the Pareto principle
- scientific article; zbMATH DE number 1082126
- Time consistency of dynamic risk measures
- Time consistency of the mean-risk problem
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