Pages that link to "Item:Q4971562"
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The following pages link to Surplus-Invariant, Law-Invariant, and Conic Acceptance Sets Must Be the Sets Induced by Value at Risk (Q4971562):
Displaying 6 items.
- Minkowski deviation measures (Q2679207) (← links)
- Surplus-Invariant Risk Measures (Q3387927) (← links)
- A Theory for Measures of Tail Risk (Q4958558) (← links)
- One Axiom to Rule Them All: A Minimalist Axiomatization of Quantiles (Q6109912) (← links)
- Risk concentration and the mean-expected shortfall criterion (Q6641074) (← links)
- Distortion risk measures: prudence, coherence, and the expected shortfall (Q6641087) (← links)