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20182024
most citedAn analysis of multivariate measures of skewness and kurtosis of skew-elliptical distributions

1 citations · 1 across the 3 of their papers we have counts for

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q-fin.RM2024

Extremal cases of distortion risk measures with partial information

Mengshuo Zhao, Narayanaswamy Balakrishnan, Chuancun Yin +1

This paper investigates the impact of distributional uncertainty on key risk measures under the partial knowledge of underlying distributions characterized by their first two momen…