OpenAlex
Time-Coherent Risk Measures for Continuous-Time Markov Chains
Work
Year: 2018
Type: article
Source: SIAM Journal on Financial Mathematics
Authors Darinka Dentcheva, Andrzej Ruszczyński
Cites: 45
Cited by: 6
Related to: 10
FWCI: 0.77
Citation percentile (by year/subfield): 78.91
Topic: Risk and Portfolio Optimization
Subfield: Management Science and Operations Research
Field: Decision Sciences
Domain: Social Sciences
Open Access status: closed
Funders National Science Foundation, National Science Foundation
Grant IDS DMS-1312016, DMS-1311978