Probability and Mathematical Statistics > 2006 > Vol. 26, Fasc. 1 > 1--22
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journal ISSN : | 0208-4147 |
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[1] P. Artzner, F. Delbaen, J.-M. Eber and D. Heath, Thinking coherently, RISK 10 (11) (1997).
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[2] P. Artzner, F. Delbaen, J.-M. Eber and D. Heath, Coherent measures of risk, Math. Finance 9 (3) (1998), pp. 203-228.
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[3] A. Biglova, S. Ortobelli, S. Rachev and S. Stoyanov, New return-risk ratios and their optimality, Technical Report, Department of Econometrics, Statistics and Mathematical Finance, School of Economics and Business Engineering, University of Karlsruhe, Germany, 2004.