Higher moment coherent risk measures (Q5423190)
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scientific article; zbMATH DE number 5203403
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Higher moment coherent risk measures |
scientific article; zbMATH DE number 5203403 |
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Higher moment coherent risk measures (English)
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22 October 2007
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Risk measures
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stochastic programming
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stochastic dominance
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portfolio optimization
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