Inter-order relations between equivalence for Lp-quantiles of the Student's t distribution
Valeria Bignozzi, Luca Merlo, Lea Petrella
| Year of publication: |
2024
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|---|---|
| Authors: | Bignozzi, Valeria ; Merlo, Luca ; Petrella, Lea |
| Subject: | Expectiles | Generalized quantiles | Partial moments | Quantiles | Risk measures | Theorie | Theory | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution | Studierende | Students | Regressionsanalyse | Regression analysis | Risiko | Risk | Portfolio-Management | Portfolio selection |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2024.02.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015066778