New Risk Measures “ VaR  to the Power of  t ” and “ ES  to the Power of  t ” and Distortion Risk Measures

V. B Minasyan

Finance: Theory and Practice
Finansy: teoriâ i praktika

ISSN 2587-5671 (Print)
ISSN 2587-7089 (Online)

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Finance: Theory and Practice

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Minasyan V.B. New Risk Measures “VaR to the Power of t” and “ES to the Power of t” and Distortion Risk Measures. Finance: Theory and Practice. 2020;24(6):92-107. https://doi.org/10.26794/2587-5671-2020-24-6-92-107

This work is licensed under a Creative Commons Attribution 4.0 License.

ISSN 2587-5671 (Print)
ISSN 2587-7089 (Online)

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