View in EDS PDF Full Text

Surplus-Invariant Risk Measures.

Saved in:
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
FullText Links:
  – Type: pdflink
Text:
  Availability: 0
Header DbId: bsu
DbLabel: Business Source Ultimate
An: 146581826
AccessLevel: 2
PubType: Academic Journal
PubTypeId: academicJournal
PreciseRelevancyScore: 0
IllustrationInfo
Items – Name: Title
  Label: Title
  Group: Ti
  Data: Surplus-Invariant Risk Measures.
– Name: Author
  Label: Authors
  Group: Au
  Data: <searchLink fieldCode="AR" term="%22Gao%2C+Niushan%22">Gao, Niushan</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> niushan@ryerson.ca</i><br /><searchLink fieldCode="AR" term="%22Munari%2C+Cosimo%22">Munari, Cosimo</searchLink><relatesTo>2,3</relatesTo> (AUTHOR)<i> cosimo.munari@bf.uzh.ch</i>
– Name: TitleSource
  Label: Source
  Group: Src
  Data: <searchLink fieldCode="JN" term="%22Mathematics+of+Operations+Research+%28INFORMS%29%22">Mathematics of Operations Research (INFORMS)</searchLink>. Nov2020, Vol. 45 Issue 4, p1342-1370. 29p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=bsu&AN=146581826
RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.1287/moor.2019.1035
    Languages:
      – Code: eng
        Text: English
    PhysicalDescription:
      Pagination:
        PageCount: 29
        StartPage: 1342
    Titles:
      – TitleFull: Surplus-Invariant Risk Measures.
        Type: main
  BibRelationships:
    HasContributorRelationships:
      – PersonEntity:
          Name:
            NameFull: Gao, Niushan
      – PersonEntity:
          Name:
            NameFull: Munari, Cosimo
    IsPartOfRelationships:
      – BibEntity:
          Dates:
            – D: 01
              M: 11
              Text: Nov2020
              Type: published
              Y: 2020
          Identifiers:
            – Type: issn-print
              Value: 0364765X
          Numbering:
            – Type: volume
              Value: 45
            – Type: issue
              Value: 4
          Titles:
            – TitleFull: Mathematics of Operations Research (INFORMS)
              Type: main
ResultId 1