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Surplus-Invariant Risk Measures.

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Bibliographic Details
Title: Surplus-Invariant Risk Measures.
Authors: Gao, Niushan1 (AUTHOR) niushan@ryerson.ca, Munari, Cosimo2,3 (AUTHOR) cosimo.munari@bf.uzh.ch
Source: Mathematics of Operations Research (INFORMS). Nov2020, Vol. 45 Issue 4, p1342-1370. 29p.
Database: Business Source Ultimate
Description
ISSN:0364765X
DOI:10.1287/moor.2019.1035