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Article

Daouia, Abdelaati and Girard, St├ęphane and Stupfler, Gilles (2017) Estimation of tail risk based on extreme expectiles. Journal of the Royal Statistical Society: Series B . ISSN 1467-9868

Daouia, Abdelaati and Girard, St├ęphane and Stupfler, Gilles (2017) Extreme M-quantiles as risk measures: from L1 to Lp optimization. Bernoulli . ISSN 1573-9759 (In Press)

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