Author:
Li Jonathan Yu-Meng,Mao Tiantian
Subject
General Earth and Planetary Sciences,General Environmental Science
Reference43 articles.
1. On the coherence of expected shortfall;C Acerbi;Journal of Banking and Finance,2002
2. Coherent measures of risk;P Artzner;Mathematical Finance,1999
3. Risk management with expectiles;F Bellini;The European Journal of Finance,2017
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