Entropy coherent and entropy convex measures of risk

R.J.A. Laeven, M.A. Stadje

Research output: Contribution to journalArticleScientificpeer-review

16 Citations (Scopus)
Original languageEnglish
Pages (from-to)265-293
JournalMathematics of Operations Research
Volume38
Issue number2
Publication statusPublished - 2013

Cite this

Laeven, R. J. A., & Stadje, M. A. (2013). Entropy coherent and entropy convex measures of risk. Mathematics of Operations Research, 38(2), 265-293.