Citation to this article as recorded by
A Discussion on Recent Risk Measures with Application to
Credit Risk: Calculating Risk Contributions and Identifying Risk
Concentrations Risks Vol. 6, Issue 4, 142, 2018 |
How to cite this article
Chengli Zheng and Yan Chen, 2014. Comparisons for Three Kinds of Quantile-based Risk Measures. Information Technology Journal, 13: 1147-1153.
DOI: 10.3923/itj.2014.1147.1153
URL: https://scialert.net/abstract/?doi=itj.2014.1147.1153
DOI: 10.3923/itj.2014.1147.1153
URL: https://scialert.net/abstract/?doi=itj.2014.1147.1153