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"On the dual representation of coherent risk measures."

Marcus Ang, Jie Sun, Qiang Yao (2018)

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DOI: 10.1007/S10479-017-2441-3

access: closed

type: Journal Article

metadata version: 2021-07-25

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  - https://dblp.org/rec/journals/anor/AngSY18
Marcus Ang, Jie Sun, Qiang Yao:
On the dual representation of coherent risk measures. Ann. Oper. Res. 262(1): 29-46 (2018)

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