Refinements of Kusuoka representations on \(L^\infty\) (Q5044104)
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scientific article; zbMATH DE number 7606172
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| default for all languages | No label defined |
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| English | Refinements of Kusuoka representations on \(L^\infty\) |
scientific article; zbMATH DE number 7606172 |
Statements
Refinements of Kusuoka representations on <i>L</i><sup>∞</sup> (English)
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24 October 2022
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coherent risk measures
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law invariance
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average value-at-risk
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comonotonic risk measures
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robust performance measures
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0.901653528213501
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0.8528968691825867
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0.8496482968330383
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0.820294976234436
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0.8199626803398132
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