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seen Sep 10 '13 at 17:08

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asked What is the meaning of subadditivity in a risk measure?
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revised Is Conditional Value-at-Risk (CVaR) coherent?
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comment Does a coherent risk measure satisfy the four axioms of von Neumann–Morgenstern?
Thanks for a good answer for a bad question.
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accepted Does a coherent risk measure satisfy the four axioms of von Neumann–Morgenstern?
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asked Does a coherent risk measure satisfy the four axioms of von Neumann–Morgenstern?
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accepted Is Conditional Value-at-Risk (CVaR) coherent?
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answered Is Conditional Value-at-Risk (CVaR) coherent?
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comment Is Conditional Value-at-Risk (CVaR) coherent?
Thanks. I thought you thought in that way.
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comment Is Conditional Value-at-Risk (CVaR) coherent?
Why can't use "minimum"? I can't think of a good example without a minimum. Could you suggest one?
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comment Is Conditional Value-at-Risk (CVaR) coherent?
[2002 - Acerbi] Spectral measures of risk: a coherent representation of subjective risk aversion This paper actually says that CVaR is not a coherent measure in general. But, now I think the author was confused with different names for similar concepts.
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