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A Ahmadi-Javid
Information about the author A Ahmadi-Javid will soon be added to the site.
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2 papers
in total
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Entropic Value‐at‐Risk: A New Coherent Risk Measure
2012
This paper introduces the concept of entropic value‐at‐risk (EVaR), a...
Addendum to: Entropic Value‐at‐Risk: A New Coherent Risk Measure
2012
This short addendum consists of two sections. The first provides proofs that were...
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