"Bounds for nested law invariant coherent risk measures."

Linwei Xin, Alexander Shapiro (2012)

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DOI: 10.1016/J.ORL.2012.09.002

access: closed

type: Journal Article

metadata version: 2023-05-26

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Linwei Xin, Alexander Shapiro:
Bounds for nested law invariant coherent risk measures. Oper. Res. Lett. 40(6): 431-435 (2012)

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