Coherent measures of risk
Artzner et al. (1999)
- Authors
- P. Artzner, F. Delbaen, J.-M. Eber, D. Heath
- Year
- 1999
- Published in
- Mathematical Finance
- Artzner, P. et al. (1999) ‘Coherent measures of risk’, Mathematical Finance, 9(3), pp. 203–228.doi:10.1111/1467-9965.00068DOI checked against doi.org