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On a class of law invariant convex risk measures

✍ Scribed by Gilles Angelsberg; Freddy Delbaen; Ivo Kaelin; Michael Kupper; Joachim Näf

Publisher: Springer-Verlag
Year: 2010
Tongue: English
Weight: 757 KB
Volume: 15
Category: Article
ISSN: 0949-2984
DOI: 10.1007/s00780-010-0145-5

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