A new robust risk measure: quantile shortfall (Q2024978)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new robust risk measure: quantile shortfall |
scientific article |
Statements
A new robust risk measure: quantile shortfall (English)
0 references
4 May 2021
0 references
nonparametric estimation
0 references
quantile shortfall
0 references
risk measure
0 references
robust
0 references
0 references
