Author:
Balbás Alejandro,Balbás Beatriz,Balbás Raquel
Subject
Economics and Econometrics,Finance
Reference37 articles.
1. Minimizing CVaR and VaR for a portfolio of derivatives;Alexander;Journal of Banking & Finance,2006
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3. Coherent measures of risk;Artzner;Mathematical Finance,1999
4. Compatibility between pricing rules and risk measures: The CCVaR;Balbás;Revista de la Real Academia de Ciencias, RACSAM,2009
5. Extending pricing rules with general risk functions;Balbás;European Journal of Operational Research,2010
Cited by
20 articles.
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