| CASH SUBADDITIVE RISK MEASURES FOR PORTFOLIO VECTORS | |
| Liu Hongwei; Hu Yijun; Wei Linxiao | |
| 刊名 | Acta Mathematica Scientia
 |
| 2018 | |
| 卷号 | 38期号:1页码:361-376 |
| 关键词 | cash subadditivity risk measures convex analysis portfolio vectors |
| ISSN号 | 0252-9602 |
| DOI | 10.1016/S0252-9602(17)30137-6 |
| URL标识 | 查看原文 |
| WOS记录号 | WOS:000425076300023 |
| 内容类型 | 期刊论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/3372660 |
| 专题 | 武汉理工大学 |
| 作者单位 | 1.[Liu Hongwei 2.Hu Yijun] Wuhan Univ, Sch Math & Stat, Wuhan 430072, Hubei, Peoples R China. |
| 推荐引用方式 GB/T 7714 | Liu Hongwei,Hu Yijun,Wei Linxiao. CASH SUBADDITIVE RISK MEASURES FOR PORTFOLIO VECTORS[J]. Acta Mathematica Scientia,2018,38(1):361-376. |
| APA | Liu Hongwei,Hu Yijun,&Wei Linxiao.(2018).CASH SUBADDITIVE RISK MEASURES FOR PORTFOLIO VECTORS.Acta Mathematica Scientia,38(1),361-376. |
| MLA | Liu Hongwei,et al."CASH SUBADDITIVE RISK MEASURES FOR PORTFOLIO VECTORS".Acta Mathematica Scientia 38.1(2018):361-376. |
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