Law-invariant risk measures: Extension properties and qualitative robustness.

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Bibliographic Details
Title: Law-invariant risk measures: Extension properties and qualitative robustness.
Authors: Koch-Medina, Pablo1, Munari, Cosimo2
Source: Statistics & Risk Modeling. Dec2014, Vol. 31 Issue 3/4, p215-236. 22p.
Database: Mathematics Source
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PubType: Academic Journal
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  Data: Law-invariant risk measures: Extension properties and qualitative robustness.
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        Value: 10.1515/strm-2014-0002
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      – Code: eng
        Text: English
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        PageCount: 22
        StartPage: 215
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      – TitleFull: Law-invariant risk measures: Extension properties and qualitative robustness.
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              M: 12
              Text: Dec2014
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              Y: 2014
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              Value: 31
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