Pages that link to "Item:Q3650928"
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The following pages link to ONE‐PARAMETER FAMILIES OF DISTORTION RISK MEASURES (Q3650928):
Displaying 10 items.
- Comparative and qualitative robustness for law-invariant risk measures (Q468411) (← links)
- On quantile based co-risk measures and their estimation (Q830310) (← links)
- Distortion risk measures, ROC curves, and distortion divergence (Q1688727) (← links)
- Implied liquidity risk premia in option markets (Q2000692) (← links)
- Contagion-based distortion risk measures (Q2345103) (← links)
- Quantile portfolio optimization under risk measure constraints (Q2441473) (← links)
- Some properties of distortion risk measures (Q3400021) (← links)
- Representation of concave distortions and applications (Q5242229) (← links)
- Measuring dependence in a set of asset returns (Q6054326) (← links)
- Estimation and backtesting of risk measures with emphasis on distortion risk measures (Q6670102) (← links)
