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Distortion risk measures: Prudence, coherence, and the expected shortfall
Distortion risk measures: Prudence, coherence, and the expected shortfall
Fuente:
Wiley Open Access
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Bibliographic Details
Main Authors:
Massimiliano Amarante
,
Felix‐Benedikt Liebrich
Format:
Artículo Open Access
Published:
Wiley
2024
Subjects:
Mathematical Finance
Online Access:
Acceder al recurso
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https://onlinelibrary.wiley.com/doi/10.1111/mafi.12435
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