On the Measurement of Economic Tail Risk
Published Online:12 Sep 2016https://doi.org/10.1287/opre.2016.1539
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Volume 64, Issue 5
September-October 2016
Pages ii-iii, 1053-1176
Article Information
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- Received:December 01, 2014
- Accepted:May 01, 2016
- Published Online:September 12, 2016
Copyright © 2016, INFORMS
Cite as
Steven Kou, Xianhua Peng (2016) On the Measurement of Economic Tail Risk. Operations Research 64(5):1056-1072.
https://doi.org/10.1287/opre.2016.1539
Keywords
