Quantile-based risk sharing with heterogeneous beliefs - Research Collection

Metadata only

Author

Embrechts, Paul

Date

2020-06

Type

Journal Article

Citations

Cited 20 times in Scopus

ETH Bibliography

yes

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Publication status

published

External links

https://doi.org/10.1007/s10107-018-1313-1

Journal / series

Mathematical Programming

Volume

181(2)

Pages / Article No.

319 - 347

Publisher

Springer

Organisational unit

03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)

More

Show all metadata

Citations

Cited 20 times in Scopus

ETH Bibliography

yes

Altmetrics