Peng Xianhua

Xianhua Peng

Information about the author Xianhua Peng will soon be added to the site.
Found 2 papers in total
On the Measurement of Economic Tail Risk
2016
This paper attempts to provide a decision‐theoretic foundation for the...
External Risk Measures and Basel Accords
2013
Choosing a proper external risk measure is of great regulatory importance, as...
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