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"Consistent modeling of risk averse behavior with spectral risk measures."

Hans Peter Wächter, Thomas Mazzoni (2013)

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DOI: 10.1016/J.EJOR.2013.03.001

access: closed

type: Journal Article

metadata version: 2020-02-21

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Hans Peter Wächter, Thomas Mazzoni:
Consistent modeling of risk averse behavior with spectral risk measures. Eur. J. Oper. Res. 229(2): 487-495 (2013)

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