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  • Search: subject:"measure convexity"
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Year of publication
Subject
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Dynamic risk measure 2 capital requirement 2 dynamic consistency 2 measure convexity 2 measure of risk 2 shortfall risk 2 Dynamisches Modell 1 Messung 1 Portfolio-Management 1 Risiko 1 Theorie 1
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Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Type of publication (narrower categories)
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Working Paper 1
Language
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English 1 Undetermined 1
Author
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Weber, Stefan 2
Institution
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1
Published in...
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SFB 373 Discussion Paper 1 SFB 373 Discussion Papers 1
Source
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EconStor 1 RePEc 1
Showing 1 - 2 of 2
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Distribution-Invariant Dynamic Risk Measures
Weber, Stefan - 2003
probability measures' are intimately related. Measure convexity can be interpreted using the concept of compound lotteries. We …
Persistent link: https://www.econbiz.de/10010296487
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Cover Image
Distribution-Invariant Dynamic Risk Measures
Weber, Stefan - Sonderforschungsbereich 373, Quantifikation und … - 2003
probability measures? are intimately related. Measure convexity can be interpreted using the concept of compound lotteries. We …
Persistent link: https://www.econbiz.de/10010956579
Saved in:
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