Central limit theorems for law-invariant coherent risk measures. Belomestny, D. & Krätschmer, V. J. Appl. Probab., 49(1):1–21, 2012.
Paper doi bibtex @article {MR2952879,
AUTHOR = {Belomestny, Denis and Kr\"{a}tschmer, Volker},
TITLE = {Central limit theorems for law-invariant coherent risk
measures},
JOURNAL = {J. Appl. Probab.},
FJOURNAL = {Journal of Applied Probability},
VOLUME = {49},
YEAR = {2012},
NUMBER = {1},
PAGES = {1--21},
ISSN = {0021-9002},
MRCLASS = {60F05 (60F17 62F12 91B30)},
MRNUMBER = {2952879},
DOI = {10.1239/jap/1331216831},
URL = {https://doi.org/10.1239/jap/1331216831},
}
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