Market price-based convex risk measures: A distribution-free optimization approach
| Year of publication: |
2012
|
|---|---|
| Authors: | Li, Jonathan Y. ; Kwon, Roy H. |
| Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 7207359. - Vol. 40.2012, 2, p. 128-134
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