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Putting order in risk measures

Journal of Banking & Finance · 2002 · Vol. 26(7) · pp. 1473–1486
Marco FrittelliEmanuela Rosazza Gianin
Risk and Portfolio OptimizationStochastic processes and financial applicationsEconomic theories and modelsAxiomDuality (order theory)Representation theoremOrder (exchange)Mathematical economicsRepresentation (politics)Set (abstract data type)Regular polygonMathematicsEconomics
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Putting order in risk measures · Scinovex