Excess invariance and shortfall risk measures

Operations Research Letters 2013 / 1 Vol. 41; Iss. 1

Excess invariance and shortfall risk measures

Staum, Jeremy
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Volume:
41
Language:
english
Journal:
Operations Research Letters
DOI:
10.1016/j.orl.2012.11.004
Date:
January, 2013
File:
PDF, 308 KB
english, 2013
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