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~isPartOf:"Econometric Theory"
~isPartOf:"Quantitative finance"
~person:"Chen, Yi-Hsuan"
~subject:"Hedging"
~subject:"Kapitalanlage"
~subject:"Portfolio selection"
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TERES : tail event risk expectile shortfall
Mihoci, Andrija
;
Härdle, Wolfgang
;
Chen, Yi-Hsuan
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 449-460
Persistent link: https://www.econbiz.de/10012483833
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