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"An energy-based measure for long-run horizon risk quantification."

George Tzagkarakis, Frantz Maurer (2020)

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DOI: 10.1007/S10479-020-03609-5

access: closed

type: Journal Article

metadata version: 2020-08-13

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  - journals/anor/TzagkarakisM20
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  - https://dblp.org/rec/journals/anor/TzagkarakisM20
George Tzagkarakis, Frantz Maurer:
An energy-based measure for long-run horizon risk quantification. Ann. Oper. Res. 289(2): 363-390 (2020)

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