COHERENCE AND ELICITABILITY
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Publication:2831006
DOI10.1111/mafi.12080zbMath1390.91336arXiv1303.1690OpenAlexW2103590647MaRDI QIDQ2831006
Publication date: 1 November 2016
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1303.1690
decision theoryexpected shortfalllaw-invariant risk measurecoherent risk measureexpectilesspectral risk measureelicit ability
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