Daouia, A., Girard, S., & Stupfler, G. (2019). Extreme M-quantiles as risk measures: From L1 to Lp optimization. Bernoulli Society for Mathematical Statistics and Probability.
Chicago Style (17th ed.) CitationDaouia, Abdelaati, Stéphane Girard, and Gilles Stupfler. Extreme M-quantiles as Risk Measures: From L1 to Lp Optimization. Bernoulli Society for Mathematical Statistics and Probability, 2019.
MLA (9th ed.) CitationDaouia, Abdelaati, et al. Extreme M-quantiles as Risk Measures: From L1 to Lp Optimization. Bernoulli Society for Mathematical Statistics and Probability, 2019.
Warning: These citations may not always be 100% accurate.