Доказательство этого факта содержится , например , в работе : Acerbi C , Tasche D. On the coherence of expected shortfall // Journal of Banking and Finance . 2002 .
доказательство этот факт содержаться , например , в работа : Acerbi C , Tasche D. On the coherence of expected shortfall // Journal of Banking and Finance . 2002 .
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