A New Risk Measure MMVaR: Properties and Empirical Research

TAN Keqi, CHEN Yu, CHEN Dan

Journal of Systems Science & Complexity ›› 2023, Vol. 36 ›› Issue (5) : 2026-2045.

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Journal of Systems Science & Complexity ›› 2023, Vol. 36 ›› Issue (5) : 2026-2045. DOI: 10.1007/s11424-023-2068-1

A New Risk Measure MMVaR: Properties and Empirical Research

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Complexity, 2023, 36(5): 2026-2045 https://doi.org/10.1007/s11424-023-2068-1

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