Entropic risk measures and their comparative statics in portfolio selection: Coherence vs. convexity-Reference-Cited by-同舟云学术

Entropic risk measures and their comparative statics in portfolio selection: Coherence vs. convexity

Published:2018-01 Issue:2 Volume:264 Page:707-716
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Brandtner Mario,Kürsten Wolfgang,Rischau Robert

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modeling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference33 articles.

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