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Article

Daouia, Abdelaati, Girard, Stéphane and Stupfler, Gilles (2019) Extreme M-quantiles as risk measures: from L1 to Lp optimization. Bernoulli, 25 (1). pp. 264-309. ISSN 1573-9759

Daouia, Abdelaati, Girard, Stéphane and Stupfler, Gilles (2017) Estimation of tail risk based on extreme expectiles. Journal of the Royal Statistical Society: Series B, 80 (2). pp. 263-292. ISSN 1467-9868

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