Performance ratio-based coherent risk measure and its application
2015 ◽
Vol 16
(5)
◽
pp. 681-693
◽
2011 ◽
Vol 155
(3)
◽
pp. 1105-1123
◽
Keyword(s):
2015 ◽
Vol 43
(1)
◽
pp. 52-58
◽
2014 ◽
Vol 17
(02)
◽
pp. 1450011
◽
Keyword(s):