Entropy coherent and entropy convex measures of risk

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

Research output: Contribution to journal › Article › Scientific › peer-review

Original language	English
Pages (from-to)	265-293
Journal	Mathematics of Operations Research
Volume	38
Issue number	2
Publication status	Published - 2013

Cite this

@article{e16498ad65af4a1fb502b5e7eb1636f4,

title = "Entropy coherent and entropy convex measures of risk",

author = "R.J.A. Laeven and M.A. Stadje",

year = "2013",

language = "English",

volume = "38",

pages = "265--293",

journal = "Mathematics of Operations Research",

issn = "0364-765X",

publisher = "INFORMS Institute for Operations Research and the Management Sciences",

number = "2",

}