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Econometrics of risk
Huynh, Van-Nam
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ed.
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Kreinovich, Vladik
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contributor
); …
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2015
Persistent link: https://www.econbiz.de/10010495051
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Editorial: Integrated uncertainty management for decision making
Huynh, Van-Nam
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Lawry, Jonathan
;
Nakamori, Yoshiteru
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2012
Persistent link: https://www.econbiz.de/10009582209
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Integrated uncertainty management for decision making
Huynh, Van-Nam
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2012
Persistent link: https://www.econbiz.de/10009626105
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Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society...
Huynh, Van-Nam
(
contributor
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2013
-
1., 2013
Persistent link: https://www.econbiz.de/10009683104
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5
Quantitative statistical robustness for tail-dependent law invariant risk measures
Wang, Wei
;
Xu, Huifu
;
Ma, Tiejun
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1669-1685
Persistent link: https://www.econbiz.de/10012653706
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Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation
Wang, Wei
;
Xu, Huifu
;
Ma, Tiejun
- In:
European journal of operational research : EJOR
306
(
2023
)
1
,
pp. 322-347
Persistent link: https://www.econbiz.de/10014278005
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