Spectral risk measures and portfolio selection

Alexandre Adam, Mohamed Houkari and Jean-Paul Laurent ()
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Alexandre Adam: BNP Paribas
Mohamed Houkari: BNP Paribas, ISFA - Institut de Science Financière et d'Assurances
Jean-Paul Laurent: ISFA - Institut de Science Financière et d'Assurances

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Date: 2008-09
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Citations: View citations in EconPapers (37)

Published in Journal of Banking and Finance, 2008, 32 (9), pp.1870-1882. ⟨10.1016/j.jbankfin.2007.12.032⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-03676385

DOI: 10.1016/j.jbankfin.2007.12.032

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