Optimization of conditional convex risk measures (Q6936783)
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scientific article; zbMATH DE number 8086388
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| English | Optimization of conditional convex risk measures |
scientific article; zbMATH DE number 8086388 |
Statements
Optimization of conditional convex risk measures (English)
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28 August 2025
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complete random normed module
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\(L^0\)-convex compactness
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conditional convex risk measure
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conditional optimization
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portfolio selection
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existence and uniqueness
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