An energy-based measure for long-run horizon risk quantification
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Publication:2158627
DOI10.1007/S10479-020-03609-5zbMath1497.91346OpenAlexW3018588980MaRDI QIDQ2158627
Frantz Maurer, George Tzagkarakis
Publication date: 26 July 2022
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-020-03609-5
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