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Coherent risk measures and convex combinations of the condi..:
Pflug, G.C
http://pure.iiasa.ac.at/id/eprint/6558/1/Coherent%20Risk%20Measures%20and%20Convex%20Combinations%20of%20the%20Conditional%20Value%20at%20Risk.pdf. , 2002
Link:
http://pure.iiasa.ac.at/id/eprint/6558/
RT Journal T1 <Title>Coherent risk measures and convex combinations of the conditional value at risk</Title> UL https://suche.suub.uni-bremen.de/peid=base-ftiiasalaxendare:oai:pure.iiasa.ac.at:6558&Exemplar=1&LAN=DE A1 Pflug, G.C PB Austrian Statistical Society YR 2002 JF http://pure.iiasa.ac.at/id/eprint/6558/1/Coherent%20Risk%20Measures%20and%20Convex%20Combinations%20of%20the%20Conditional%20Value%20at%20Risk.pdf LK http://pure.iiasa.ac.at/id/eprint/6558/ DO http://pure.iiasa.ac.at/id/eprint/6558/ SF ELIB - SuUB Bremen
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