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Qualitative robustness of set-valued value-at-risk

Crossref DOI link: https://doi.org/10.1007/s00186-020-00707-9

Published Online: 2020-02-17

Published Print: 2020-02

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Crespi, Giovanni Paolo https://orcid.org/0000-0002-0734-2500
Mastrogiacomo, Elisa
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Text and Data Mining valid from 2020-02-01

Version of Record valid from 2020-02-01
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Article History

Received: 31 July 2018

Revised: 21 January 2020

First Online: 17 February 2020