RISK MEASURES ON P(R) AND VALUE AT RISK WITH PROBABILITY/LOSS FUNCTION

By Marco Frittelli, Marco Maggis, I. Peri. 2014

60 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/8a9672cd2476630d528e0448619d04075a02bf2c