An elementary proof of the dual representation of expected shortfall (Q6146112)
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scientific article; zbMATH DE number 7786146
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An elementary proof of the dual representation of expected shortfall |
scientific article; zbMATH DE number 7786146 |
Statements
An elementary proof of the dual representation of expected shortfall (English)
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10 January 2024
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expected shortfall
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dual representation
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subadditivity
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