A composition between risk and deviation measures
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Publication:2288942
DOI10.1007/s10479-018-2913-0zbMath1450.91011arXiv1511.06943OpenAlexW2741605774MaRDI QIDQ2288942
Publication date: 20 January 2020
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1511.06943
coherent risk measuresconvex risk measuresco-monotone coherent risk measuresgeneralized deviation measureslimitedness
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