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Risk measurement by G-expected shortfall - MaRDI portal

Risk measurement by G-expected shortfall (Q6484311)

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scientific article; zbMATH DE number 7463480
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English
Risk measurement by G-expected shortfall
scientific article; zbMATH DE number 7463480

    Statements

    title
    Risk measurement by G-expected shortfall (English)
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    author
    Ziting Pei
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    Xuhui Wang
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    Xing Ye Yue
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    publication date
    24 January 2022
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    Identifiers

    DOI
    10.1155/2021/6611237
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    zbMATH DE Number
    7463480
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