Entropic Value-at-Risk: A New Coherent Risk Measure

Overview of attention for article published in Journal of Optimization Theory and Applications, December 2011

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Among the highest-scoring outputs from this source (#26 of 666)
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wikipedia: 2 Wikipedia pages

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So far, Altmetric has seen 2 citations on 2 Wikipedia pages.

Coherent risk measure

Cited by user M.daryalal on 24 Feb 2013

Normalized That is, the risk of holding no assets is zero.

Entropic value at risk

Cited by user Zfeinst on 14 Feb 2013

In financial mathematics and stochastic optimization, the concept of risk measure is used to quantify the risk involved in a random outcome or risk position.