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"Qualitative robustness of utility-based risk measures."

Pablo Koch-Medina, Cosimo Munari (2024)

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DOI: 10.1007/S10479-022-04885-Z

access: open

type: Journal Article

metadata version: 2024-07-06

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  - https://dblp.org/rec/journals/anor/KochMedinaM24
Pablo Koch-Medina, Cosimo Munari:
Qualitative robustness of utility-based risk measures. Ann. Oper. Res. 336(1-2): 967-980 (2024)

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