Distortion risk measures under skew normal settings

Weizhong Tian, Tonghui Wang, Liangjian Hu and Hien D. Tran

Year of publication:	2015
Authors:	Tian, Weizhong ; Wang, Tonghui ; Hu, Liangjian ; Tran, Hien D.
Published in:	Econometrics of risk. - Cham [u.a.] : Springer, ISBN 3-319-13448-5. - 2015, p. 135-148
Subject:	Risikomaß \| Risk measure \| Messung \| Measurement \| Theorie \| Theory \| Portfolio-Management \| Portfolio selection \| Statistische Verteilung \| Statistical distribution \| Risiko \| Risk

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