Entropic Value-at-Risk: A New Coherent Risk Measure (Q153941)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Entropic Value-at-Risk: A New Coherent Risk Measure |
scientific article |
Statements
155
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3
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1105-1123
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17 December 2011
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A. Ahmadi-Javid
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