Surplus-Invariant, Law-Invariant, and Conic Acceptance Sets Must Be the Sets Induced by Value at Risk-Peking University HSBC Business School(PHBS)

Surplus-Invariant, Law-Invariant, and Conic Acceptance Sets Must Be the Sets Induced by Value at Risk

2026-04-29 19:54:18

Peking University HSBC Business School(PHBS), University Town, Nanshan District Shenzhen 518055, P.R.China