SET-VALUED LAW INVARIANT COHERENT AND CONVEX RISK MEASURES. | |
CHEN, YANHONG; HU, YIJUN | |
刊名 | International Journal of Theoretical & Applied Finance |
2019 | |
卷号 | Vol.22 No.3 |
关键词 | coherency convexity distortion risk measures law invariant Set-valued risk measures set-valued weighted value at risk |
ISSN号 | 0219-0249 |
URL标识 | 查看原文 |
公开日期 | [db:dc_date_available] |
内容类型 | 期刊论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/4609140 |
专题 | 湖南大学 |
作者单位 | 1.College of Finance and Statistics, Hunan University, Changsha 410082, P. R. China 2.School of Mathematics and Statistics, Wuhan University, Wuhan 430072, P. R. China |
推荐引用方式 GB/T 7714 | CHEN, YANHONG,HU, YIJUN. SET-VALUED LAW INVARIANT COHERENT AND CONVEX RISK MEASURES.[J]. International Journal of Theoretical & Applied Finance,2019,Vol.22 No.3. |
APA | CHEN, YANHONG,&HU, YIJUN.(2019).SET-VALUED LAW INVARIANT COHERENT AND CONVEX RISK MEASURES..International Journal of Theoretical & Applied Finance,Vol.22 No.3. |
MLA | CHEN, YANHONG,et al."SET-VALUED LAW INVARIANT COHERENT AND CONVEX RISK MEASURES.".International Journal of Theoretical & Applied Finance Vol.22 No.3(2019). |
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