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Persistent link: https://www.econbiz.de/10011312072
This paper addresses law invariant coherent risk measures and their Kusuoka representations. By elaborating the existence of a minimal representation we show that every Kusuoka representation can be reduced to its minimal representation. Uniqueness -- in a sense specified in the paper -- of the...
Persistent link: https://www.econbiz.de/10010610588
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