authors
- LOPEZ MARTIN, CARMEN
- Abad, Pilar
- Benito Muela, Sonia
The role of the loss function in value‐at‐risk comparisons
Conference Contributions
Overview
event
- 4th International Conference on Dynamics, Games and Science: Decision models in a complex economy
event place
- MADRID
participation category
- PONENCIA
web site
publication date
- 2016