Qualitative robustness of utility-based risk measures.

Saved in:
Bibliographic Details
Title: Qualitative robustness of utility-based risk measures.
Authors: Koch-Medina, Pablo1, Munari, Cosimo1, cosimo.munari@bf.uzh.ch
Source: Annals of Operations Research; May2024, Vol. 336 Issue 1/2, p967-980, 14p
Database: Applied Science & Technology Source
Full text is not displayed to guests.
Description
ISSN:02545330
DOI:10.1007/s10479-022-04885-z