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"Tailoring to the Tails: Risk Measures for Fine-Grained Tail Sensitivity."

Christian Fröhlich, Robert C. Williamson (2022)

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DOI: 10.48550/ARXIV.2208.03066

access: open

type: Informal or Other Publication

metadata version: 2022-08-10

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  - journals/corr/abs-2208-03066
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  - https://dblp.org/rec/journals/corr/abs-2208-03066
Christian Fröhlich, Robert C. Williamson:
Tailoring to the Tails: Risk Measures for Fine-Grained Tail Sensitivity. CoRR abs/2208.03066 (2022)

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