Balbás, Alejandro, and Balbás, Raquel. "Compatibility between pricing rules and risk measures: The CCVaR.." RACSAM 103.2 (2009): 251-264. <http://eudml.org/doc/43692>.
@article{Balbás2009, author = {Balbás, Alejandro, Balbás, Raquel}, journal = {RACSAM}, keywords = {risk measure; pricing rule; unbounded optimization problem; compatibility; compatible conditional value at risk}, language = {eng}, number = {2}, pages = {251-264}, title = {Compatibility between pricing rules and risk measures: The CCVaR.}, url = {http://eudml.org/doc/43692}, volume = {103}, year = {2009}, }
TY - JOUR AU - Balbás, Alejandro AU - Balbás, Raquel TI - Compatibility between pricing rules and risk measures: The CCVaR. JO - RACSAM PY - 2009 VL - 103 IS - 2 SP - 251 EP - 264 LA - eng KW - risk measure; pricing rule; unbounded optimization problem; compatibility; compatible conditional value at risk UR - http://eudml.org/doc/43692 ER -