Risk contributions of lambda quantiles*
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Publication:5041667
DOI10.1080/14697688.2022.2092543zbMath1500.91125arXiv2106.14824OpenAlexW3175466418MaRDI QIDQ5041667
Ilaria Peri, Silvana M. Pesenti, A. Nejat Ince
Publication date: 14 October 2022
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2106.14824
Uses Software
Cites Work
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