Pages that link to "Item:Q1640042"
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The following pages link to When is tail mean estimation more efficient than tail median? Answers and implications for quantitative risk management (Q1640042):
Displaying 4 items.
- Dynamic large financial networks \textit{via} conditional expected shortfalls (Q2076940) (← links)
- Risk quantification and validation for Bitcoin (Q2661514) (← links)
- Beyond tail median and conditional tail expectation: Extreme risk estimation using tail <i>L</i><sup><i>p</i></sup>‐optimization (Q5136967) (← links)
- Uncertainty Comparison Between Value-at-Risk and Expected Shortfall (Q6122965) (← links)