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~isPartOf:"European journal of operational research : EJOR"
~language:"cat"
~language:"eng"
~person:"Yang, Yang"
~type_genre:"Article in journal"
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Yang, Yang
Cheng, T. C. E.
48
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European journal of operational research : EJOR
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Large portfolio losses in a turbulent market
Tang, Qihe
;
Tong, Zhiwei
;
Yang, Yang
- In:
European journal of operational research : EJOR
292
(
2021
)
2
,
pp. 755-769
Persistent link: https://www.econbiz.de/10012502397
Saved in:
2
Sharp asymptotics for large portfolio losses under extreme risks
Tang, Qihe
;
Tang, Zhaofeng
;
Yang, Yang
- In:
European journal of operational research : EJOR
276
(
2019
)
2
,
pp. 710-722
Persistent link: https://www.econbiz.de/10012003644
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