Risk measures in ordered normed linear spaces with non-empty cone-interior (Q2276210)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk measures in ordered normed linear spaces with non-empty cone-interior |
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Risk measures in ordered normed linear spaces with non-empty cone-interior (English)
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1 August 2011
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base of a cone
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well-based cones
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numeraire asset
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coherent and convex risk measures
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representability of risk measures
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