A class of non-expected utility risk measures and implications for asset allocations
| Year of publication: |
2001
|
|---|---|
| Authors: | van der Hoek, John ; Sherris, Michael |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 28.2001, 1, p. 69-82
|
| Publisher: |
Elsevier |