Tail nonlinearly transformed risk measure and its application
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Publication:1929949
DOI10.1007/s00291-011-0271-2zbMath1282.91298MaRDI QIDQ1929949
Qianhui Hu, Li Yang, Zhiping Chen, Daobao Xu
Publication date: 10 January 2013
Published in: OR Spectrum (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00291-011-0271-2
91G10: Portfolio theory
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Cites Work
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