Reference : Convex Risk Measures: Basic Facts, Law-invariance and beyond, Asymptotics for Large P...
Parts of books : Contribution to collective works
Physical, chemical, mathematical & earth Sciences : Mathematics
http://hdl.handle.net/10993/15717
Convex Risk Measures: Basic Facts, Law-invariance and beyond, Asymptotics for Large Portfolios
English
Föllmer, Hans mailto [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit > ; Humboldt-Universität zu Berlin > Instutut für Mathematik]
Knispel, Thomas [Leibniz Universität Hannover, Germany > Institut für Mathematische Stochastik]
2013
Handbook of the Fundamentals of Financial Decision Making
MacLean, Leonard C.
Ziemba, William T.
World Scientific Publishing Co
World Scientific Handbook in Financial Economics Series: Volume 4
507-554
Yes
978-981-4417-34-1
http://hdl.handle.net/10993/15717

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