Adjusted Rényi entropic value-at-risk
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Publication:2106741
DOI10.1016/j.ejor.2022.08.028OpenAlexW4293385902MaRDI QIDQ2106741
Zhenfeng Zou, Qinyu Wu, Zichao Xia, Taizhong Hu
Publication date: 19 December 2022
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2022.08.028
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