期刊论文详细信息
Risks | |
An Optimal Three-Way Stable and Monotonic Spectrum of Bounds on Quantiles: A Spectrum of Coherent Measures of Financial Risk and Economic Inequality | |
关键词: quantile bounds; coherent measures of risk; sensitivity to risk; measures of economic inequality; value at risk (VaR); conditional value at risk (CVaR); stochastic dominance; stochastic orders; | |
DOI : 10.3390/risks2030349 | |
来源: mdpi | |
【 摘 要 】
A spectrum of upper boundscan also be used as measures of economic inequality. The spectrum parameter
【 授权许可】
CC BY
© 2014 by the author; licensee MDPI, Basel, Switzerland.
【 预 览 】
Files | Size | Format | View |
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RO202003190021772ZK.pdf | 650KB | download |