Author:
Pichler Alois,Schlotter Ruben
Subject
Information Systems and Management,Management Science and Operations Research,Modelling and Simulation,General Computer Science,Industrial and Manufacturing Engineering
Reference29 articles.
1. Entropic value-at-risk: A new coherent risk measure;Ahmadi-Javid;Journal of Optimization Theory and Applications,2012
2. An analytic study of norms and Banach spaces induced by the entropic value-at-risk;Ahmadi-Javid;Mathematics and Financial Economics,2017
3. Coherent measures of risk;Artzner;Mathematical Finance,1999
4. Robust return risk measures;Bellini;Mathematics and Financial Economics,2018
5. On Haezendonck risk measures;Bellini;Journal of Banking & Finance,2008
Cited by
30 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