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	Coherent Risk Measure Based on Relative Entropy
	Zheng Chengli*; Chen Yan
刊名	Applied Mathematics and Information Sciences
	2012
卷号	6期号:2页码:233-238
关键词	Risk Management Iso-entropic Risk Measure Coherent Risk Measure Relative Entropy Calculus of Variations
ISSN号	1935-0090
URL标识	查看原文
WOS记录号	WOS:000303178900009
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/5156013
专题	华中师范大学
作者单位	[Zheng Chengli] Huazhong Normal Univ, Sch Econ, Wuhan 430079, Peoples R China.
推荐引用方式 GB/T 7714	Zheng Chengli*,Chen Yan. Coherent Risk Measure Based on Relative Entropy[J]. Applied Mathematics and Information Sciences,2012,6(2):233-238.
APA	Zheng Chengli*,&Chen Yan.(2012).Coherent Risk Measure Based on Relative Entropy.Applied Mathematics and Information Sciences,6(2),233-238.
MLA	Zheng Chengli*,et al."Coherent Risk Measure Based on Relative Entropy".Applied Mathematics and Information Sciences 6.2(2012):233-238.

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