Ordering Results for Risk Bounds and Cost-efficient Payoffs in Partially Specified Risk Factor Models
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Statistics and Probability
Link
http://link.springer.com/article/10.1007/s11009-016-9536-1/fulltext.html
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Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Ordering results for elliptical distributions with applications to risk bounds;Journal of Multivariate Analysis;2021-03
2. Ordering risk bounds in factor models;Dependence Modeling;2018-11-01
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