Pages that link to "Item:Q1657439"
From MaRDI portal
The following pages link to Robust measurement of (heavy-tailed) risks: theory and implementation (Q1657439):
Displayed 3 items.
- The impact of model risk on dynamic portfolio selection under multi-period mean-standard-deviation criterion (Q1622826) (← links)
- Robust quantile estimation under bivariate extreme value models (Q2303024) (← links)
- Technical Note—The Joint Impact of<i>F</i>-Divergences and Reference Models on the Contents of Uncertainty Sets (Q5126612) (← links)