Sharing the value‐at‐risk under distributional ambiguity

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Publication:6054142

DOI10.1111/mafi.12296zbMath1522.91317OpenAlexW3033797852MaRDI QIDQ6054142

Weijun Xie, Zhi Chen

Publication date: 27 September 2023

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/mafi.12296




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