Scalar Multivariate Risk Measures with a Single Eligible Asset (Q5085121)
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scientific article; zbMATH DE number 7548052
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Scalar Multivariate Risk Measures with a Single Eligible Asset |
scientific article; zbMATH DE number 7548052 |
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Scalar Multivariate Risk Measures with a Single Eligible Asset (English)
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27 June 2022
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dynamic risk measures
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time consistency
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scalarization
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