Qualitative robustness of utility-based risk measures.
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| Title: | Qualitative robustness of utility-based risk measures. |
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| 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 |
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| ISSN: | 02545330 |
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| DOI: | 10.1007/s10479-022-04885-z |