COMPARING THE SMALL-SAMPLE ESTIMATION ERROR OF CONCEPTUALLY DIFFERENT RISK MEASURES
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Publication:5157840
DOI10.1142/S0219024921500242zbMath1471.91625OpenAlexW3184414249MaRDI QIDQ5157840
Benjamin R. Auer, Frank Schumacher
Publication date: 20 October 2021
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219024921500242
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