A tail measure with variable risk tolerance: application in dynamic portfolio insurance strategy
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Publication:2152243
DOI10.1007/s11009-022-09951-4zbMath1489.91219OpenAlexW4221117962MaRDI QIDQ2152243
Cuixia Chen, Wentao Hu, Ze Chen, Yu-feng Shi
Publication date: 7 July 2022
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-022-09951-4
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