Time consistency for scalar multivariate risk measures

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Publication:2076040

DOI10.1515/strm-2019-0023zbMath1481.91224arXiv1810.04978OpenAlexW3215769609MaRDI QIDQ2076040

Zachary Feinstein, Birgit Rudloff

Publication date: 18 February 2022

Published in: Statistics \& Risk Modeling (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.04978




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