Excess invariance and shortfall risk measures (Q2376732)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Excess invariance and shortfall risk measures |
scientific article |
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Excess invariance and shortfall risk measures (English)
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24 June 2013
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risk measures
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shortfall
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excess-invariant
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cash additive
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cash invariant
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translation invariant
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