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"Surplus-Invariant, Law-Invariant, and Conic Acceptance Sets Must Be the ..."

Xue Dong He, Xian Hua Peng (2018)

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DOI: 10.1287/OPRE.2018.1743

access: closed

type: Journal Article

metadata version: 2020-03-31

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Xue Dong He, Xian Hua Peng:
Surplus-Invariant, Law-Invariant, and Conic Acceptance Sets Must Be the Sets Induced by Value at Risk. Oper. Res. 66(5): 1268-1275 (2018)

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