Author:
Zhang Feipeng,Xu Yixiong,Yuan Di
Reference67 articles.
1. Spectral measures of risk: A coherent representation of subjective risk aversion;C Acerbi;Journal of Banking and Finance,2002
2. Local polynomial expectile regression;C Adam;Annals of the Institute of Statistical Mathematics,2022
3. Central limit theorems for empirical and u-proceses of stationary mixing sequences;M Arcones;Journal of Theoretical Probability,1995
4. Coherent measures of risk;P Artzner;Mathematical Finance,1999
5. Risk management with expectiles;F Bellini;The European Journal of Finance,2017