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Peng, Xianhua
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Journal of financial engineering
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On the measurement of economic tail risk
Kou, Steven
;
Peng, Xianhua
- In:
Operations research
64
(
2016
)
5
,
pp. 1056-1072
Persistent link: https://www.econbiz.de/10011594638
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2
Expected shortfall or median shortfall
Kou, Steven
;
Peng, Xianhua
- In:
Journal of financial engineering
1
(
2014
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10010508103
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