Integrated Portfolio Risk Measure: Estimation and Asymptotics of Multivariate Geometric Quantiles
Crossref DOI link: https://doi.org/10.1007/s10614-017-9708-2
Published Online: 2017-06-13
Published Print: 2018-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Sun, Edward W.
Wang, Yu-Jen
Yu, Min-Teh http://orcid.org/0000-0003-4686-1327
License valid from 2017-06-13