A new robust risk measure: quantile shortfall (Q2024978)
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scientific article; zbMATH DE number 7343744
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A new robust risk measure: quantile shortfall |
scientific article; zbMATH DE number 7343744 |
Statements
A new robust risk measure: quantile shortfall (English)
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4 May 2021
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nonparametric estimation
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quantile shortfall
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risk measure
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robust
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0.778298020362854
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0.7661942839622498
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0.7652325630187988
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0.762315034866333
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0.7619267702102661
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