Distortion risk measure (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Distortion risk measure" in English language version.

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doi.org

  • Sereda, E. N.; Bronshtein, E. M.; Rachev, S. T.; Fabozzi, F. J.; Sun, W.; Stoyanov, S. V. (2010). "Distortion Risk Measures in Portfolio Optimization". Handbook of Portfolio Construction. p. 649. CiteSeerX 10.1.1.316.1053. doi:10.1007/978-0-387-77439-8_25. ISBN 978-0-387-77438-1.
  • Balbás, A.; Garrido, J.; Mayoral, S. (2008). "Properties of Distortion Risk Measures". Methodology and Computing in Applied Probability. 11 (3): 385. doi:10.1007/s11009-008-9089-z. hdl:10016/14071. S2CID 53327887.

handle.net

hdl.handle.net

psu.edu

citeseerx.ist.psu.edu

  • Sereda, E. N.; Bronshtein, E. M.; Rachev, S. T.; Fabozzi, F. J.; Sun, W.; Stoyanov, S. V. (2010). "Distortion Risk Measures in Portfolio Optimization". Handbook of Portfolio Construction. p. 649. CiteSeerX 10.1.1.316.1053. doi:10.1007/978-0-387-77439-8_25. ISBN 978-0-387-77438-1.

semanticscholar.org

api.semanticscholar.org

utl.pt

pascal.iseg.utl.pt

web.archive.org