Chon Van Le; Uyen Hoang Pham - In: Asian journal of economics and banking : AJEB 8 (2024) 1, pp. 54-66
, where the metric on probability measures is taken as a Wasserstein metric arising from optimal transport theory. Design … measures. Findings - In elaborating the new statistical analysis of non-Euclidean data sets, the paper illustrates the … robustness of financial risk measures. …