"A Theory for Measures of Tail Risk."

Fangda Liu, Ruodu Wang (2021)

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DOI: 10.1287/MOOR.2020.1072

access: closed

type: Journal Article

metadata version: 2021-09-16

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Fangda Liu, Ruodu Wang:
A Theory for Measures of Tail Risk. Math. Oper. Res. 46(3): 1109-1128 (2021)

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