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Mar
13
awarded  Teacher
Feb
2
comment What is a “coherent” risk measure?
I think these are just formal ways of describing informal "common-sense" ideas about risk. In the Wikipedia article, each axiom has a short sentence that descries the motivation -- such as "the risk of two portfolios together cannot get any worse than adding the two risks separately".
Jan
31
awarded  Supporter
Jan
31
answered What are some good technical and non-technical books for a math lover to get in to quantitative analysis?
Jan
31
awarded  Autobiographer