Chen, H., & Fan, K. (2022). Tail Value-at-Risk-Based Expectiles for Extreme Risks and Their Application in Distributionally Robust Portfolio Selections. MDPI AG.
Chicago Style (17th ed.) CitationChen, Haoyu, and Kun Fan. Tail Value-at-Risk-Based Expectiles for Extreme Risks and Their Application in Distributionally Robust Portfolio Selections. MDPI AG, 2022.
MLA (9th ed.) CitationChen, Haoyu, and Kun Fan. Tail Value-at-Risk-Based Expectiles for Extreme Risks and Their Application in Distributionally Robust Portfolio Selections. MDPI AG, 2022.
Warning: These citations may not always be 100% accurate.