Sharing the value‐at‐risk under distributional ambiguity
Author:
Affiliation:
1. Department of Management Sciences, College of Business City University of Hong Kong, Kowloon Tong Hong Kong
2. Department of Industrial & Systems Engineering, Virginia Tech, Blacksburg USA
Publisher
Wiley
Subject
Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/mafi.12296
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