Liquidity, Risk Measures, and Concentration of Measure (Q5219672)

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scientific article; zbMATH DE number 7179858
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Liquidity, Risk Measures, and Concentration of Measure
scientific article; zbMATH DE number 7179858

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    Liquidity, Risk Measures, and Concentration of Measure (English)
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    12 March 2020
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    convex risk measures
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    liquidity risk
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    concentration of measure
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    transport inequalities
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