Cite
HARVARD Citation
Wang, W. et al. (2021). Quantitative statistical robustness for tail-dependent law invariant risk measures. Quantitative finance. 21 (10), pp. 1669-1685. [Online].
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Wang, W. et al. (2021). Quantitative statistical robustness for tail-dependent law invariant risk measures. Quantitative finance. 21 (10), pp. 1669-1685. [Online].