AN OLD-NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT
Aharon Ben-Tal, Marc TeboulleVolume:
17
Year:
2007
Language:
english
Pages:
28
DOI:
10.1111/j.1467-9965.2007.00311.x
File:
PDF, 185 KB
english, 2007