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Does a coherent risk measure satisfy the four axioms of von Neumann–Morgenstern?
What is the relationship between the axioms of Artzner et al (1999) for coherent risk measures and the axioms of von Neumann-Morgenstern (1944) for the expected utility theory?
Jul 17 '12 at 16:24
newest utility-theory coherent-risk-measure questions feed
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