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Interquantile expectation regression
Barendse, Sander, (2017)
Measuring Risk When Expected Losses are Unbounded
Balbás, Alejandro, (2015)
When uncertainty decouples expected and unexpected losses
Juselius, Mikael, (2022)
Comparative statics under κ-ambiguity for log-Brownian asset prices
Tian, Dejian, (2016)
A generalized stochastic differential utility driven by G-Brownian motion
Lin, Qian, (2020)
Quasiconvex risk statistics with scenario analysis
Tian, Dejian, (2015)