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subject:"Portfolio-Management"
type_genre:"Article in journal"
~isPartOf:"Journal of econometrics"
~person:"Wang, Ruodu"
~subject:"Theorie"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
~type_genre:"Lehrbuch"
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Wang, Ruodu
Phillips, Peter C. B.
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PELVE : probability equivalent level of VaR and ES
Li, Hengxin
;
Wang, Ruodu
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 353-370
Persistent link: https://www.econbiz.de/10014364915
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