Law-invariant risk measures: Extension properties and qualitative robustness.

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Bibliographic Details
Title: Law-invariant risk measures: Extension properties and qualitative robustness.
Authors: Koch-Medina, Pablo1, Munari, Cosimo2
Source: Statistics & Risk Modeling. Dec2014, Vol. 31 Issue 3/4, p215-236. 22p.
Database: Mathematics Source
Description
ISSN:21931402
DOI:10.1515/strm-2014-0002