Evaluations of risk measures for different probability measures

Pichler, Alois 2013. Evaluations of risk measures for different probability measures. Siam Journal of Optimization 23 (1) , pp. 530-551. 10.1137/110857088

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Item Type:	Article
Status:	Published
Schools:	Schools > Mathematics
Subjects:	Q Science > QA Mathematics
Publisher:	Society of Industrial and Applied Mathematics
ISSN:	1052-6234
Last Modified:	15 Nov 2016 05:51
URI:	https://orca.cardiff.ac.uk/id/eprint/91093

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