Spectral Risk Measures: Properties and Limitations
Year of publication: |
2008
|
---|---|
Authors: | Dowd, Kevin ; Cotter, John ; Sorwar, Ghulam |
Published in: |
Journal of Financial Services Research. - Springer, ISSN 0920-8550. - Vol. 34.2008, 1, p. 61-75
|
Publisher: |
Springer |
Subject: | Coherent risk measures | Spectral risk measures | Exponential utility | Power utility |
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