Subject
Information Systems and Management,Management Science and Operations Research,Modeling and Simulation,General Computer Science,Industrial and Manufacturing Engineering
Reference37 articles.
1. An information-theoretic approach to constructing coherent risk measures;Ahmadi-Javid,2011
2. Entropic value-at-risk: A new coherent risk measure;Ahmadi-Javid;Journal of Optimization Theory Applications,2012
3. An analytical study of norms and Banach spaces induced by the entropic value-at-risk;Ahmadi-Javid;Mathematics and Financial Economics,2017
4. Credit risk optimization with conditional value-at-risk criterion;Andersson;Mathematical Programming (Ser. B),2001
5. Coherent measures of risk;Artzner;Mathematical Finance,1999
Cited by
6 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