On a relationship between distorted and spectral risk measures.

Gzyl, H. (Henryk); Mayoral, S. (Silvia)

Authors:

Gzyl, H. (Henryk)

Mayoral, S. (Silvia)

Keywords:

Materias Investigacion::Economía y Empresa

Issue Date:

2008

Publisher:

Wolters Kluwer

ISSN:

1697-9761

Citation:

Gzyl, Henryk; Mayoral, Silvia. On a relationship between distorted and spectral risk measures. Revista de Economía Financiera, 2008, vol. 43 (3), pp. 437-443.

URI:

https://hdl.handle.net/10171/7089

Appears in Collections:

DA - Economía - Working Papers 2006

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