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Mathematical Finance

Volumn 22, Issue 2, 2012, Pages 411-418

Schur convex functionals: Fatou property and representation

(2) Grechuk, Bogdan a Zabarankin, Michael a

a Stevens Institute of Technology (United States)

Author keywords

Deviation measures; Error measures; Quantile representation; Risk measures; Schur convexity

Indexed keywords

EID: 84857014344 PISSN: 09601627 EISSN: 14679965 Source Type: Journal
DOI: 10.1111/j.1467-9965.2010.00464.x Document Type: Article

Times cited : (12)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.