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One-parameter families of distortion risk measures
Tsukahara, Hideatsu - In: Mathematical finance : an international journal of … 19 (2009) 4, pp. 691-705
Persistent link: https://www.econbiz.de/10003937550
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Estimation of distortion risk measures
Tsukahara, Hideatsu - In: Journal of financial econometrics : official journal of … 12 (2014) 1, pp. 213-235
Persistent link: https://www.econbiz.de/10010233598
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Some properties of distortion risk measures
Tsukahara, Hideatsu - In: Advances in mathematical economics 12 (2009), pp. 153-166
Persistent link: https://www.econbiz.de/10003827334