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Spectral Risk Measures: Properties and Limitations.

Dowd, K.; Cotter, J.; Sorwar, G.

Authors

J. Cotter

G. Sorwar



Citation

Dowd, K., Cotter, J., & Sorwar, G. (2008). Spectral Risk Measures: Properties and Limitations. Journal of Financial Services Research, 34(1), 61-75. https://doi.org/10.1007/s10693-008-0035-6

Journal Article Type Article
Publication Date 2008
Deposit Date Aug 12, 2013
Journal Journal of Financial Services Research
Print ISSN 0920-8550
Electronic ISSN 1573-0735
Publisher Springer
Peer Reviewed Peer Reviewed
Volume 34
Issue 1
Pages 61-75
DOI https://doi.org/10.1007/s10693-008-0035-6
Public URL https://durham-repository.worktribe.com/output/1449144