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A generalized coherent risk measure: The firm's perspective

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Author Info
Jarrow, Robert A.
Purnanandam, Amiyatosh K.

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File URL: http://www.sciencedirect.com/science/article/B7CPP-4F2VS73-1/2/a01750188ebacc5738595779f9801f33
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Publisher Info
Article provided by Elsevier in its journal Finance Research Letters.

Volume (Year): 2 (2005)
Issue (Month): 1 (March)
Pages: 23-29
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Handle: RePEc:eee:finlet:v:2:y:2005:i:1:p:23-29

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Web page: http://www.elsevier.com/locate/frl

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