"Spectral risk measures: the risk quadrangle and optimal approximation."

Drew P. Kouri (2019)

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DOI: 10.1007/S10107-018-1267-3

access: closed

type: Journal Article

metadata version: 2019-04-12

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Drew P. Kouri:
Spectral risk measures: the risk quadrangle and optimal approximation. Math. Program. 174(1-2): 525-552 (2019)

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