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Extreme-Case Distortion Risk Measures: A Unification and Generalization of Closed-Form Solutions.

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Title: Extreme-Case Distortion Risk Measures: A Unification and Generalization of Closed-Form Solutions.
Authors: Shao, Hui1 (AUTHOR) mathshao@gmail.com, Zhang, Zhe George2,3 (AUTHOR) george.zhang@wwu.edu
Source: Mathematics of Operations Research (INFORMS). Nov2024, Vol. 49 Issue 4, p2341-2355. 15p.
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RecordInfo BibRecord:
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        Value: 10.1287/moor.2022.0156
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      – Code: eng
        Text: English
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        PageCount: 15
        StartPage: 2341
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      – TitleFull: Extreme-Case Distortion Risk Measures: A Unification and Generalization of Closed-Form Solutions.
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            NameFull: Shao, Hui
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              Text: Nov2024
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              Y: 2024
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