Entropic risk measures and their comparative statics in portfolio selection: coherence vs. convexity
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Publication:1681531
DOI10.1016/j.ejor.2017.07.007zbMath1376.91143OpenAlexW2735853812MaRDI QIDQ1681531
Robert Rischau, Wolfgang Kürsten, Mario Brandtner
Publication date: 23 November 2017
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2017.07.007
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