Pages that link to "Item:Q5430335"

The following pages link to A new class of coherent risk measures based on <i>p</i>‐norms and their applications (Q5430335):

Displaying 3 items.

• A convex-risk-measure based model and genetic algorithm for portfolio selection (Q1665701) (← links)
• Tail variance of portfolio under generalized Laplace distribution (Q1731080) (← links)
• Tail nonlinearly transformed risk measure and its application (Q1929949) (← links)