دورية أكاديمية
Surplus-Invariant, Law-Invariant, and Conic Acceptance Sets Must Be the Sets Induced by Value at Risk
العنوان: | Surplus-Invariant, Law-Invariant, and Conic Acceptance Sets Must Be the Sets Induced by Value at Risk |
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المؤلفون: | He, Xue Dong, Peng, Xianhua |
المصدر: | Operations Research, 2018 Sep 01. 66(5), 1268-1275. |
URL الوصول: | https://www.jstor.org/stable/48748511 |
قاعدة البيانات: | JSTOR Journals |
تدمد: | 0030364X 15265463 |
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