Entropy coherent and entropy convex measures of risk

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

Research output: Contribution to journalArticleScientificpeer-review

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

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