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Entropic Value-at-Risk: A New Coherent Risk Measure - MaRDI portal

Entropic Value-at-Risk: A New Coherent Risk Measure (Q153941)

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scientific article
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English
Entropic Value-at-Risk: A New Coherent Risk Measure
scientific article

    Statements

    volume
    155
    0 references
    issue
    3
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    page(s)
    1105-1123
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    publication date
    17 December 2011
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    author
    A. Ahmadi-Javid
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    Identifiers

    Wikidata QID
    Q30053437
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