Author:
Wei Lin-xiao,Ma Yue,Hu Yi-jun
Publisher
Springer Science and Business Media LLC
Reference24 articles.
1. P Artzner, F Delbaen, J M Eber, D Heath. Thinking coherently, Risk, 1997, 10: 68–71.
2. P Artzner, F Delbaen, J M Eber, D Heath. Coherent measures of risk, Math Finance, 1999, 9(3): 203–228.
3. C Burgert, L Rüschendorf. Consistent risk measures for portfolio vectors, Insurance Math Econom, 2006, 38: 289–297.
4. A Balbás, R Balbás, P Jiménez-Guetta. Vector risk functions, Mediterr J Math, 2012, 9: 563–574.
5. I Cascos, I Molchanov. Multivariate risks and depth-trimmed regions, Finance Stoch, 2007, 11: 373–397.
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献