TY  - JOUR 
AU  - Bello, Alfonso J.
AU  - Mulero, Julio
AU  - Sordo, Miguel A.
AU  - Suárez-Llorens, Alfonso
AU  - Estadística e Investigación Operativa
PY  - 2020
SN  - 2227-7390
UR  - http://hdl.handle.net/10498/23646
AB  - The tail value at risk at levelp, withp is an element of(0,1),is a risk measure that captures the tail risk of losses and asset return distributions beyond thepquantile. Given two distributions, it can be used to decide which is riskier. When the tail...
LA  - eng
PB  - MDPI
KW  - value at risk
KW  - tail value at risk
KW  - stochastic orders
KW  - financial risk
TI  - On Partial Stochastic Comparisons Based on Tail Values at Risk
DO  - 10.3390/math8071181
ER  -