On the dual representation of coherent risk measures
Crossref DOI link: https://doi.org/10.1007/s10479-017-2441-3
Published Online: 2017-02-16
Published Print: 2018-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Ang, Marcus
Sun, Jie http://orcid.org/0000-0001-5611-1672
Yao, Qiang
Funding for this research was provided by:
Australian Research Council (DP160102819)
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Article History
First Online: 16 February 2017