Entropy Coherent and Entropy Convex Measures of Risk.
| Autor: | Laeven, Roger J. A.1 r.j.a.laeven@uva.nl, Stadje, Mitja2 m.a.stadje@uvt.nl |
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| Zdroj: | Mathematics of Operations Research. May2013, Vol. 38 Issue 2, p265-293. 29p. |
| Databáze: | Business Source Ultimate |
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