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Shortfall risk through Fenchel duality
Cui, Zhenyu, (2018)
Deep equal risk pricing of financial derivatives with non-translation invariant risk measures
Carbonneau, Alexandre, (2023)
Alleviating coordination problems and regulatory constraints through financial risk management
Boyer, Marcel, (2013)
Hedging and value at risk : a semi-parametric approach
Cao, Zhiguang, (2010)
The limits to minimum-variance hedging
Harris, Richard D. F., (2010)
The intrinsic value of gold : an exchange rate-free price index
Harris, Richard D. F., (2017)