Work

Vector-valued Coherent Risk Measure Processes

Year: 2013

Type: article

Source: International Journal of Theoretical and Applied Finance

DOI: 10.1142/s0219024914500113

Authors: IMEN BEN TAHAR, EMMANUEL LÉPINETTE

Institutions: Centre National de la Recherche Scientifique, Centre de Recherche en Mathématiques de la Décision, Université Paris Dauphine-PSL, National Research University Higher School of Economics

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2006012272

FWCI: 3.408

Cites: 37

Cited by: 26

Related to: 10