A New Robust Risk Measure: Quantile Shortfall
You Li CHEN, Yan Yan LIU, Guang Cai MAO, Yuan Shan WU, Fei YAN
Acta Mathematica Sinica ›› 2020, Vol. 36 ›› Issue (9) : 1014-1024.
A New Robust Risk Measure: Quantile Shortfall
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