A New Robust Risk Measure: Quantile Shortfall
Crossref DOI link: https://doi.org/10.1007/s10114-020-9100-3
Published Online: 2020-09-15
Published Print: 2020-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Chen, You Li
Liu, Yan Yan
Mao, Guang Cai
Wu, Yuan Shan
Yan, Fei
Text and Data Mining valid from 2020-09-01
Version of Record valid from 2020-09-01
Article History
Received: 28 March 2019
Revised: 16 October 2019
Accepted: 5 December 2019
First Online: 15 September 2020