Risk management under weighted limited expected loss

DOI10.1080/14697688.2024.2352542zbMath1542.91428MaRDI QIDQ6587736

Thai Vinh Nguyen, An Chen

Publication date: 14 August 2024

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

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70)

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