Author:
Lamb John D.,Tee Kai-Hong
Subject
Information Systems and Management,Management Science and Operations Research,Modelling and Simulation,General Computer Science,Industrial and Manufacturing Engineering
Reference51 articles.
1. Coherent measures of risk in everyday market practice;Acerbi;Quantitative Finance,2007
2. On the coherence of expected shortfall;Acerbi;Journal of Banking and Finance,2002
3. Market Models;Alexander,2001
4. Diversification benefits of funds of hedge funds;Amo;The Journal of Alternative Investments,2007
5. Coherent measures of risk;Artzner;Mathematical Finance,1999
Cited by
63 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