Alexander Vinel, Pavlo A. Krokhmal. Certainty equivalent measures of risk. Annals OR, 249(1-2):75-95, 2017. [doi]
@article{VinelK17,
title = {Certainty equivalent measures of risk},
author = {Alexander Vinel and Pavlo A. Krokhmal},
year = {2017},
doi = {10.1007/s10479-015-1801-0},
url = {http://dx.doi.org/10.1007/s10479-015-1801-0},
researchr = {https://researchr.org/publication/VinelK17},
cites = {0},
citedby = {0},
journal = {Annals OR},
volume = {249},
number = {1-2},
pages = {75-95},
}