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A Worst-Case Risk Measure by G-VaR:
Pei, Zi-ting
;
Wang, Xi-shun
;
Xu, Yu-hong
.
Acta Mathematicae Applicatae Sinica, English Series. 37 (2021) 2 - p. 421-440 , 2021
Link:
https://doi.org/10.1007/s10255-021-1002-3
RT Journal T1 <Title>A Worst-Case Risk Measure by G-VaR</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1007_s10255-021-1002-3&Exemplar=1&LAN=DE A1 Pei, Zi-ting A1 Wang, Xi-shun A1 Xu, Yu-hong A1 Yue, Xing-ye PB Springer Science and Business Media LLC YR 2021 SN 0168-9673 SN 1618-3932 JF Acta Mathematicae Applicatae Sinica, English Series VO 37 IS 2 SP 421 OP 440 LK http://dx.doi.org/https://doi.org/10.1007/s10255-021-1002-3 DO https://doi.org/10.1007/s10255-021-1002-3 SF ELIB - SuUB Bremen
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