Tail nonlinearly transformed risk measure and its application
Year of publication: |
2012
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Authors: | Chen, Zhiping ; Yang, Li ; Xu, Daobao ; Hu, Qianhui |
Published in: |
OR spectrum : quantitative approaches in management. - Berlin : Springer, ISSN 0171-6468, ZDB-ID 20738857. - Vol. 34.2012, 4, p. 817-861
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