Spectral risk measures: the risk quadrangle and optimal approximation
Crossref DOI link: https://doi.org/10.1007/s10107-018-1267-3
Published Online: 2018-05-24
Published Print: 2019-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Kouri, Drew P. http://orcid.org/0000-0002-7079-3195
Funding for this research was provided by:
Defense Sciences Office, DARPA (SNL 014150709)
Text and Data Mining valid from 2018-05-24
Article History
Received: 21 April 2017
Accepted: 22 March 2018
First Online: 24 May 2018