4

MULTIVARIATE GEOMETRIC TAIL- AND RANGE-VALUE-AT-RISK

Year:
2019
Language:
english
File:
PDF, 485 KB
english, 2019
7

Multivariate geometric expectiles

Year:
2018
Language:
english
File:
PDF, 3.35 MB
english, 2018
8

Multivariate TVaR-Based Risk Decomposition for Vector-Valued Portfolios

Year:
2016
Language:
english
File:
PDF, 388 KB
english, 2016
10

A consistent estimator to the orthant-based tail value-at-risk

Year:
2018
Language:
english
File:
PDF, 596 KB
english, 2018