On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation
Crossref DOI link: https://doi.org/10.1007/s00780-017-0339-1
Published Online: 2017-08-16
Published Print: 2017-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Madan, D.
Pistorius, M.
Stadje, M.
License valid from 2017-08-16