The strictest common relaxation of a family of risk measures (Q2276204)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The strictest common relaxation of a family of risk measures |
scientific article |
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The strictest common relaxation of a family of risk measures (English)
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1 August 2011
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nonconvex risk measures
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value at risk
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best-case operator
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