Entropic value-at-risk: a new coherent risk measure (Q1935272): Difference between revisions

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-Amir Ahmadi-Javid
@@ Property / author: Amir Ahmadi-Javid / rank @@
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+Amir Ahmadi-Javid
@@ Property / author: Amir Ahmadi-Javid / rank @@
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+https://doi.org/10.1007/s10957-011-9968-2
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+W2031355801
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@@ Property / cites work @@
+Entropic value-at-risk: a new coherent risk measure
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+Coherent Measures of Risk
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+Convex measures of risk and trading constraints
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