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"Entropy Coherent and Entropy Convex Measures of Risk."

Roger J. A. Laeven, Mitja Stadje (2013)

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DOI: 10.1287/MOOR.1120.0559

access: closed

type: Journal Article

metadata version: 2017-05-28

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Roger J. A. Laeven, Mitja Stadje:
Entropy Coherent and Entropy Convex Measures of Risk. Math. Oper. Res. 38(2): 265-293 (2013)

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