Performance ratio-based coherent risk measure and its application
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Publication:5001164
DOI10.1080/14697688.2015.1075059zbMath1468.91134MaRDI QIDQ5001164
Zhiping Chen, Qianhui Hu, Ruiyue Lin
Publication date: 16 July 2021
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2015.1075059
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