Tail risk measures and risk allocation for the class of multivariate normal mean-variance mixture distributions (Q2415974): Difference between revisions

@@ Property / author @@
+Joseph H. T. Kim
@@ Property / author: Joseph H. T. Kim / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2019.02.010
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+W2918627744
@@ Property / OpenAlex ID: W2918627744 / rank @@
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