Extended Gini-Type Measures of Risk and Variability
Author:
Affiliation:
1. LISAD, ENSA, Ibn Zohr University, Agadir, Morocco
2. Business School, Federal University of Rio Grande do Sul, Porto Alegre, Brazil`
Publisher
Informa UK Limited
Subject
Applied Mathematics,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/1350486X.2018.1538806
Reference28 articles.
1. Spectral measures of risk: A coherent representation of subjective risk aversion
2. Coherent Measures of Risk
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4. Theory of capacities
5. A REPRESENTATION RESULT FOR CONCAVE SCHUR CONCAVE FUNCTIONS
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