Inf-Convolution, Optimal Allocations, and Model Uncertainty for Tail Risk Measures
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Publication:5868966
DOI10.1287/moor.2021.1217zbMath1498.91505MaRDI QIDQ5868966
Tiantian Mao, Ruodu Wang, Linxiao Wei, Fangda Liu
Publication date: 26 September 2022
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.2021.1217
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