MULTIVARIATE RISK MEASURES: A CONSTRUCTIVE APPROACH BASED ON SELECTIONS (Q2831005)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MULTIVARIATE RISK MEASURES: A CONSTRUCTIVE APPROACH BASED ON SELECTIONS |
scientific article |
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MULTIVARIATE RISK MEASURES: A CONSTRUCTIVE APPROACH BASED ON SELECTIONS (English)
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1 November 2016
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set-valued portfolio
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set-valued risk measure
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coherent risk measure
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random set
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random vector
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