Coherent and convex loss-based risk measures for portfolio vectors
Crossref DOI link: https://doi.org/10.1007/s11117-017-0517-6
Published Online: 2017-07-17
Published Print: 2018-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Chen, Yanhong
Sun, Fei
Hu, Yijun
Funding for this research was provided by:
National Natural Science Foundation of China (11371284)
License valid from 2017-07-17