Author: Landsman Z. Makov U.
Publisher: Routledge Ltd
ISSN: 1466-4364
Source: The European Journal of Finance, Vol.17, Iss.4, 2011-04, pp. : 307-320
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Robust portfolio selection under downside risk measures
By Zhu Shushang Li Duan Wang Shouyang
Quantitative Finance, Vol. 9, Iss. 7, 2009-10 ,pp. :
Dilatation monotone risk measures are law invariant
Finance and Stochastics, Vol. 11, Iss. 2, 2007-04 ,pp. :