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"First and Second Order Asymptotics of the Spectral Risk Measure for ..."

Guo-Dong Xing, Shanchao Yang (2020)

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DOI: 10.1007/S11424-020-8037-Z

access: closed

type: Journal Article

metadata version: 2020-11-05

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Guo-Dong Xing, Shanchao Yang:
First and Second Order Asymptotics of the Spectral Risk Measure for Portfolio Loss Under Multivariate Regular Variation. J. Syst. Sci. Complex. 33(5): 1533-1544 (2020)

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