Nonparametric estimation and comparative analyses of ES in riskmeasure with applications

LIU Xiao-qian;ZHOU Yong;

Systems Engineering - Theory & Practice ›› 2011, Vol. 31 ›› Issue (4) : 631-642.

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Systems Engineering - Theory & Practice ›› 2011, Vol. 31 ›› Issue (4) : 631-642. DOI: 10.12011/1000-6788(2011)4-631
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Nonparametric estimation and comparative analyses of ES in riskmeasure with applications

  • LIU Xiao-qian1, ZHOU Yong1,2
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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2011, 31(4): 631-642 https://doi.org/10.12011/1000-6788(2011)4-631

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