A generalization of Expected Shortfall based capital allocation
A generalization of Expected Shortfall based capital allocation
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DOI:
10.1016/j.spl.2018.10.014
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发表时间:
2019-03
影响因子:
0.8
通讯作者:
L. Xun;Yangzhi Zhou;Yong Zhou
中科院分区:
文献类型:
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作者:
L. Xun;Yangzhi Zhou;Yong Zhou