# Entropic risk measures and their comparative statics in portfolio selection: Coherence vs. convexity

> Research article (European Journal of Operational Research, 2017) · cited 25× · AI/ML

**Wikidata**: [openalex:W2735853812](https://www.wikidata.org/wiki/openalex:W2735853812)  
**Source**: https://4ort.xyz/entity/entropic-risk-measures-and-their-comparative-statics-in-portfolio-selection-coherence-vs-convexity