Tail nonlinearly transformed risk measure and its application
| Year of publication: |
2012
|
|---|---|
| Authors: | Chen, Zhiping ; Yang, Li ; Xu, Daobao ; Hu, Qianhui |
| Published in: |
OR spectrum : quantitative approaches in management. - Berlin : Springer, ISSN 0171-6468, ZDB-ID 20738857. - Vol. 34.2012, 4, p. 817-861
|