Entropy coherent and entropy convex measures of risk
Laeven,R.J.A. ; Stadje,M.A.
Laeven,R.J.A.
Stadje,M.A.
Abstract
Description
Date
2013
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Publisher
Research Projects
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Citation
Laeven, R J A & Stadje, M A 2013, 'Entropy coherent and entropy convex measures of risk', Mathematics of Operations Research, vol. 38, no. 2, pp. 265-293.
License
info:eu-repo/semantics/restrictedAccess
