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"Market price-based convex risk measures: A distribution-free optimization ..."

Jonathan Y. Li, Roy H. Kwon (2012)

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DOI: 10.1016/J.ORL.2011.12.006

access: closed

type: Journal Article

metadata version: 2017-05-27

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Jonathan Y. Li, Roy H. Kwon:
Market price-based convex risk measures: A distribution-free optimization approach. Oper. Res. Lett. 40(2): 128-133 (2012)

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