Set-valued risk statistics with scenario analysis
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DOI: 10.1016/j.spl.2017.08.004
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References listed on IDEAS
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Cited by:
- Yanhong Chen & Yijun Hu, 2019. "Set-Valued Law Invariant Coherent And Convex Risk Measures," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 22(03), pages 1-18, May.
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Keywords
Set-valued risk statistics; Convexity; Coherency; Representation results;All these keywords.
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