On Kusuoka representation of law invariant risk measures
Year of publication: |
2013
|
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Authors: | Shapiro, Alexander |
Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 38.2013, 1, p. 142-152
|
Subject: | Theorie | Theory | Risiko | Risk | Messung | Measurement | Risikomaß | Risk measure |
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