Coherent Measures of Risk
Coherent Measures of Risk is one of 9,000 studies in the ScholarPulse dataset. Key details — Authors: Philippe Artzner, Freddy Delbaen, Jean‐Marc Eber, David Heath; Journal / source: Mathematical Finance; Year: 1999.
| Authors | Philippe Artzner, Freddy Delbaen, Jean‐Marc Eber, David Heath |
|---|---|
| Journal / source | Mathematical Finance |
| Year | 1999 |
| Field | Risk and Portfolio Optimization |
| Times cited | 8993 |
| Type | article |
| DOI / link | https://doi.org/10.1111/1467-9965.00068 |