Spectral risk measures and portfolio selection
| Year of publication: |
2008
|
|---|---|
| Authors: | Adam, Alexandre ; Houkari, Mohamed ; Laurent, Jean-Paul |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 32.2008, 9, p. 1870-1882
|
| Publisher: |
Elsevier |