The gradient allocation principle based on the higher moment risk measure

Research output: Contribution to Journal › Research Article › peer-review

Original language	English (US)
Journal	Journal of Banking and Finance
State	Published - 2022

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This output contributes to the following UN Sustainable Development Goals (SDGs)

@article{62f8248ff79e4b4dbcac434bb4b50020,

title = "The gradient allocation principle based on the higher moment risk measure",

author = "\{Gomez de los Rios\}, \{Fabio Andres\} and Qihe Tang and Zhiwei Tong",

year = "2022",

language = "English (US)",

journal = "Journal of Banking and Finance",

issn = "0378-4266",

publisher = "Elsevier BV",

}