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Gbor Rudolf
Information about the author Gbor Rudolf will soon be added to the site.
Found
2 papers
in total
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Kusuoka representations of coherent risk measures in general probability spaces
2015
Kusuoka representations provide an important and useful characterization of law...
Relaxations of linear programming problems with first order stochastic dominance constraints
2006
Linear stochastic programming problems with first order stochastic dominance (FSD)...
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