Expected Utility Theory, Optimal Portfolios, and Polyhedral Coherent Risk Measures*
Crossref DOI link: https://doi.org/10.1007/s10559-014-9678-5
Published Online: 2014-11-25
Published Print: 2014-11
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Kirilyuk, V. S.
Text and Data Mining valid from 2014-11-01