Meng Xu, José Miguel Angulo. Divergence-Based Risk Measures: A Discussion on Sensitivities and Extensions. Entropy, 21(7):634, 2019. [doi]
@article{XuA19-2,
title = {Divergence-Based Risk Measures: A Discussion on Sensitivities and Extensions},
author = {Meng Xu and José Miguel Angulo},
year = {2019},
doi = {10.3390/e21070634},
url = {https://doi.org/10.3390/e21070634},
researchr = {https://researchr.org/publication/XuA19-2},
cites = {0},
citedby = {0},
journal = {Entropy},
volume = {21},
number = {7},
pages = {634},
}