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A note on a new weighted idiosyncratic risk measure
Jan, Yin-Ching, (2014)
Coherent measures of risk
Artzner, Philippe, (2002)
Monetary Measurement of Risk : A Critical Overview - Part II: Coherent Measures of Risk
Lecesne, Lionel, (2015)
Relevant coherent measures of risk
Stoica, George, (2006)
On the central limit theorem along subsequences of sums of i.i.d. random variables
Li, Deli, (2014)
Expected gains in the MacQueen-Heyde model
Stoica, George, (2009)