A Comparison of Techniques for Dynamic Multivariate Risk Measures (Q2805752)
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scientific article
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| English | A Comparison of Techniques for Dynamic Multivariate Risk Measures |
scientific article |
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A Comparison of Techniques for Dynamic Multivariate Risk Measures (English)
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13 May 2016
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dynamic risk measures
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set-valued risk measures
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set-optimization
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multivariate risk
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transaction costs
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