Robust return risk measures (Q1702877)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust return risk measures |
scientific article |
Statements
Robust return risk measures (English)
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1 March 2018
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Orlicz premium
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shortfall risk
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robustness
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ambiguity averse preferences
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Orlicz norms and spaces
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convex risk measures
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positive homogeneity
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