Managing the risk based on entropic value-at-risk under a normal-Rayleigh distribution
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Publication:2242773
DOI10.1016/j.amc.2021.126129MaRDI QIDQ2242773
Fazlollah Soleymani, Malik Zaka Ullah, Dilan Ahmed, Hataw Hasan
Publication date: 10 November 2021
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2021.126129
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