Distortion risk measures for hedge funds

Hélyette Geman and Cécile Kharoubi-Rakotomalala (2011) Distortion risk measures for hedge funds. Journal of Risk Management in Financial Institutions 4 (3), ISSN 1752-8887.

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Official URL: http://www.henrystewartpublications.com/jrm/v4

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Item Type:	Article
School:	School of Business, Economics & Informatics > Economics, Mathematics and Statistics
Research Centres and Institutes:	Commodities Finance Centre
Depositing User:	Sarah Hall
Date Deposited:	14 Apr 2014 13:15
Last Modified:	07 Dec 2016 15:31
URI:	https://eprints.bbk.ac.uk/id/eprint/9576

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