Listar Ciencias Sociales Aplicadas por autor "Lakhnati, Ghizlane"

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    • Extended Gini-type measures of risk and variability 

      Berkhouch, Mohammed; Lakhnati, Ghizlane; Righi, Marcelo Brutti (2018) [Artículo de periódico]
      The aim of this paper is to introduce a risk measure, Extended Gini Shortfall (EGS), that extends the Gini-type measures of risk and variability by taking risk aversion into consideration. Our risk measure is coherent and ...