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Multi-portfolio time consistency for set-valued convex and coherent risk measures |
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| Authors: | Zachary Feinstein Birgit Rudloff |
| Institution: | 1. Department of Electrical and Systems Engineering, Washington University in St. Louis, St. Louis, MO, 63130, USA 2. Department of Operations Research and Financial Engineering, Bendheim Center for Finance, Princeton University, Princeton, NJ, 08544, USA |
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| 本文献已被 SpringerLink 等数据库收录！ | |