Law invariant risk measures and information divergences (Q2283649)
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scientific article
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Law invariant risk measures and information divergences |
scientific article |
Statements
Law invariant risk measures and information divergences (English)
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13 January 2020
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risk measures
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law invariance
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information divergence
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time consistency
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0.8381263017654419
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0.8112901449203491
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0.8087548017501831
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0.7975329160690308
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