Comparative and qualitative robustness for law-invariant risk measures
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References listed on IDEAS
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More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-04-17 (All new papers)
- NEP-RMG-2012-04-17 (Risk Management)
- NEP-UPT-2012-04-17 (Utility Models & Prospect Theory)
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