TY  - JOUR
AU  - Balbás De La Corte, Alejandro
AU  - Balbás, Beatriz
AU  - Balbás Aparicio, Raquel
AU  - Charron, Jean-Philippe
PY  - 2023
DO  - 10.3390/risks11120220
UR  - https://hdl.handle.net/20.500.14352/103784
T2  - Risks
AB  - Downside risk measures play a very interesting role in risk management problems. In particular, the value at risk (VaR) and the conditional value at risk (CVaR) have become very important instruments to address problems such as risk optimization,...
LA  - eng
PB  - MDPI
KW  - VaR and CVaR
KW  - Expectile
KW  - Dual and bidual representations
KW  - Risk optimization; risk bounds and equalities
KW  - Risk bounds and equalities
TI  - Bidual representation of expectiles
TY  - journal article
VL  - 11
ER  -