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Fuzzy value-at-risk and expected shortfall for portfolios with heavy-tailed returns
Moussa, A. Mbairadjim; Kamdem, J. Sadefo; Terraza, Michel - In: Economic modelling 39 (2014), pp. 247-256
Persistent link: https://www.econbiz.de/10010421851
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The (α, β)-multi-level α-Gini decomposition with an illustration to income inequality in France in 2005
Mornet, Pauline; Zoli, Claudio; Mussard, Stéphane; … - In: Economic modelling 35 (2013), pp. 944-963
Persistent link: https://www.econbiz.de/10010338256
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A nice estimation of Gini index and power Pen's parade
Kamdem, Jules Sadefo - In: Economic modelling 29 (2012) 4, pp. 1299-1304
Persistent link: https://www.econbiz.de/10009667374