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"An information-theoretic approach to constructing coherent risk measures."

Amir Ahmadi-Javid (2011)

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DOI: 10.1109/ISIT.2011.6033932

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-24

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Amir Ahmadi-Javid:
An information-theoretic approach to constructing coherent risk measures. ISIT 2011: 2125-2127

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