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A Characterization of Law-Invariant and Coherent Risk Measures through Optimal Transport

Fuente: arXiv

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Bibliographic Details
Main Authors:	Bonalli, Riccardo, Bonnet-Weill, Benoît, Pfeiffer, Laurent
Format:	Preprint
Published:	2025
Subjects:	Optimization and Control
Online Access:	Acceder al recurso
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