Spectral risk measure of holding stocks in the long run
Crossref DOI link: https://doi.org/10.1007/s10479-020-03678-6
Published Online: 2020-06-18
Published Print: 2020-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Bihary, Zsolt
Csóka, Péter http://orcid.org/0000-0003-1703-5835
Szabó, Dávid Zoltán
Funding for this research was provided by:
New National Excellence Program of the Ministry of Human Capacities (ÚNKP-17-4-III)
Hungarian Scientific Research Fund (K-120035)
Text and Data Mining valid from 2020-06-18
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Article History
First Online: 18 June 2020