Asymptotics of multivariate conditional risk measures for Gaussian risks

Chengxiu Ling*

*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

5 Citations (Scopus)
Plum Print visual indicator of research metrics
  • Citations
    • Citation Indexes: 4
  • Captures
    • Readers: 10
see details

Fingerprint

Dive into the research topics of 'Asymptotics of multivariate conditional risk measures for Gaussian risks'. Together they form a unique fingerprint.

Mathematics

Economics, Econometrics and Finance