Expectile‐based measures of skewness (Q5872959)

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scientific article; zbMATH DE number 7638433
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Expectile‐based measures of skewness
scientific article; zbMATH DE number 7638433

    Statements

    title
    Expectile‐based measures of skewness (English)
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    author
    Andreas Eberl
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    Bernhard Klar
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    publication date
    5 January 2023
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    zbMATH Keywords
    expectile
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    omega ratio
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    skewness measure
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    stop-loss transform
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    Identifiers

    DOI
    10.1111/sjos.12518
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    zbMATH DE Number
    7638433
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    OpenAlex ID
    W3131298438
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