Minimizing coherent risk measures of shortfall in discrete‐time models with cone constraints
Work
Year: 2003
Type: article
Source: Applied Mathematical Finance
Author Yumiharu Nakano
Cites:
Cited by: 29
Related to: 10
FWCI: 2.076
Citation percentile (by year/subfield): 81.28
Subfield: Finance
Domain: Social Sciences
Open Access status: closed