Monge-Kantorovich superquantiles and expected shortfalls with applications to multivariate risk measurements (Q6510908)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Monge-Kantorovich superquantiles and expected shortfalls with applications to multivariate risk measurements |
scientific article from arXiv
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monge-Kantorovich superquantiles and expected shortfalls with applications to multivariate risk measurements |
scientific article from arXiv |
Statements
Monge-Kantorovich superquantiles and expected shortfalls with applications to multivariate risk measurements (English)
0 references