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Risk and performance evaluation with skewness and kurtosis for conventional and alternative investments
Berényi, Zsolt Endre, (2003)
Salience and Skewness Preferences
Dertwinkel-Kalt, Markus, (2019)
Stochastic expected utility and prospect theory in a horse race : a finite mixture approach
Bruhin, Adrian, (2008)
Modeling, measuring and managing risk
Pflug, Georg, (2007)
How to measure risk?
Pflug, Georg, (1999)
Asymptotic dominance and confidence for solutions of stochastic programs
Pflug, Georg, (1992)