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Comparative and qualitative robustness for law-invariant risk measures
v1v2v3v4v5v6 (latest)

Comparative and qualitative robustness for law-invariant risk measures

11 April 2012
Volker Krätschmer
A. Schied
Henryk Zähle
ArXiv (abs)PDFHTML

Papers citing "Comparative and qualitative robustness for law-invariant risk measures"

2 / 2 papers shown
Title
Quasi-Hadamard differentiability of general risk functionals and its
  application
Quasi-Hadamard differentiability of general risk functionals and its application
Volker Krätschmer
A. Schied
Henryk Zähle
78
18
0
14 Jan 2014
Marcinkiewicz-Zygmund and ordinary strong laws for empirical
  distribution functions and plug-in estimators
Marcinkiewicz-Zygmund and ordinary strong laws for empirical distribution functions and plug-in estimators
Henryk Zähle
73
8
0
04 Jan 2013
1