Law invariant convex risk measures
Year of publication: |
2005
|
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Authors: | Frittelli, Marco ; Rosazza Gianin, Emanuela |
Published in: |
Advances in mathematical economics. - Singapore : Springer Science + Business Media, ISSN 1866-2226, ZDB-ID 1500427-2. - Vol. 7.2005, p. 33-46
|
Subject: | Theorie | Theory | Risiko | Risk | Messung | Measurement | Finanzmathematik | Mathematical finance |
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