default search action
"Inf-Convolution, Optimal Allocations, and Model Uncertainty for Tail Risk ..."
Fangda Liu et al. (2022)
- Fangda Liu, Tiantian Mao, Ruodu Wang, Linxiao Wei:
Inf-Convolution, Optimal Allocations, and Model Uncertainty for Tail Risk Measures. Math. Oper. Res. 47(3): 2494-2519 (2022)
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.