Directional entropy and tail uncertainty, with applications to financial hazard (Q3169219): Difference between revisions

@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Shortfall as a risk measure: properties, optimization and applications
+Normal rank
@@ Property / cites work @@
+The generalized value at risk admissible set: constraint consistency and portfolio outcomes
+Normal rank
@@ Property / cites work @@
+Portfolio Value-at-Risk with Heavy-Tailed Risk Factors
+Normal rank
@@ Property / cites work @@
+Martingales and arbitrage in multiperiod securities markets
+Normal rank
@@ Property / cites work @@
+On Information and Sufficiency
@@ Property / cites work: On Information and Sufficiency / rank @@
+Normal rank
@@ Property / cites work @@
+Nonparametric Estimation and Sensitivity Analysis of Expected Shortfall
+Normal rank
@@ Property / cites work @@
+The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach
+Normal rank