دورية أكاديمية

Surplus-Invariant, Law-Invariant, and Conic Acceptance Sets Must Be the Sets Induced by Value at Risk

التفاصيل البيبلوغرافية
العنوان: Surplus-Invariant, Law-Invariant, and Conic Acceptance Sets Must Be the Sets Induced by Value at Risk
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