Author:
Kou Steven G.,Peng Xianhua,Heyde Chris
Reference50 articles.
1. On the coherence of expected shortfall;C Acerbi;J. Bank. Finance,2002
2. A note on natural risk statistics;S Ahmed;Oper. Res. Lett,2008
3. Coherent measures of risk;P Artzner;Math. Finance,1999
Cited by
1 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