Cash subadditive risk measures for portfolio vectors (Q1637026)
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scientific article; zbMATH DE number 6881885
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cash subadditive risk measures for portfolio vectors |
scientific article; zbMATH DE number 6881885 |
Statements
Cash subadditive risk measures for portfolio vectors (English)
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7 June 2018
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cash subadditivity
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risk measures
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convex analysis
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portfolio vectors
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