Spectral Risk Measures: Properties and Limitations

Journal of Financial Services Research - Tập 34 Số 1 - Trang 61-75 - 2008
Kevin Dowd1, John Cotter2, Ghulam Sorwar3
1Centre for Risk and Insurance Studies, Nottingham University Business School, Nottingham, UK
2Anderson School of Management, UCLA, 110 Westwood Plaza B504, Los Angeles, CA, 90095, USA
3Nottingham University Business School, Nottingham, UK

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