Entropic Value-at-Risk: A New Coherent Risk Measure

DOI10.1007/S10957-011-9968-2MaRDI QIDQ153941WikidataFDO

Authors A. Ahmadi-Javid

Publication date 17 December 2011

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10957-011-9968-2

Cited in

(1)

• Risk

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