Pages that link to "Item:Q784463"
From MaRDI portal
The following pages link to Relative bound and asymptotic comparison of expectile with respect to expected shortfall (Q784463):
Displaying 4 items.
- Convex bodies generated by sublinear expectations of random vectors (Q820925) (← links)
- Dual representation of expectile-based expected shortfall and its properties (Q2241897) (← links)
- Buy and Hold Golden Strategies in Financial Markets with Frictions and Depth Constraints (Q6569104) (← links)
- Range-based risk measures and their applications (Q6569742) (← links)