Coherent Risk Measure Based on Relative Entropy | |
Zheng Chengli*; Chen Yan | |
刊名 | Applied Mathematics and Information Sciences
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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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