Dual representations for systemic risk measures based on acceptance sets
Crossref DOI link: https://doi.org/10.1007/s11579-019-00250-0
Published Online: 2019-11-21
Published Print: 2021-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Arduca, Maria
Koch-Medina, Pablo http://orcid.org/0000-0002-1599-5181
Munari, Cosimo
Text and Data Mining valid from 2019-11-21
Version of Record valid from 2019-11-21
Article History
Received: 27 June 2019
Accepted: 26 October 2019
First Online: 21 November 2019