"Distortion risk measure under parametric ambiguity."

Hui Shao, Zhe George Zhang (2023)

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DOI: 10.1016/J.EJOR.2023.05.025

access: closed

type: Journal Article

metadata version: 2024-02-05

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Hui Shao, Zhe George Zhang:
Distortion risk measure under parametric ambiguity. Eur. J. Oper. Res. 311(3): 1159-1172 (2023)

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