Expected shortfall or median shortfall
- 期刊名称Journal of Financial Engineering
- 作者Kou, Steven; Peng, Xianhua
- 卷第1卷
- 期第1期
- 印刷ISSN2345-7686
- 电子ISSN2382-5596
- 文件大小68.48KB
- 发表时间2014-03
- DOI10.1142/S234576861450007X
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Author IndexInternational Journal of Financial Engineering · 2015
Author IndexJournal of Financial Engineering · 2014