A generalized coherent risk measure: The firm's perspective
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Bibliographic InfoArticle provided by Elsevier in its journal Finance Research Letters.
Volume (Year): 2 (2005)
Issue (Month): 1 (March)
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Web page: http://www.elsevier.com/locate/frl
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- Kountzakis, C. & Polyrakis, I.A., 2013. "Coherent risk measures in general economic models and price bubbles," Journal of Mathematical Economics, Elsevier, vol. 49(3), pages 201-209.
- Kerstens, Kristiaan & Mounir, Amine & Van de Woestyne, Ignace, 2010. "Benchmarking Mean-Variance Portfolios. Using a Shortage Function: The Choice of Direction Vector," Working Papers 2010/01, Hogeschool-Universiteit Brussel, Faculteit Economie en Management.
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