Nested L-statistics and their use in comparing the riskiness of portfolios
| Year of publication: |
2007
|
|---|---|
| Authors: | Brazauskas, Vytaras ; Jones, Bruce ; Puri, Madan ; Zitikis, Ricardas |
| Published in: |
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries. - Basingstoke : Taylor & Francis, ISSN 0346-1238, ZDB-ID 1867532. - Vol. 107.2007, 3, p. 162-179
|