---
title: NonNormal Risk Measures
url: https://www.ml-quant.com/papers/repec/gam-jjrfmx-v-14-y-2021-i-11-p-540-d-676017/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:540-:d:676017
source_url: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.mdpi.com%2F1911-8074%2F14%2F11%2F540%2Fpdf%3Bh%3Drepec%3Agam%3Ajjrfmx%3Av%3A14%3Ay%3A2021%3Ai%3A11%3Ap%3A540-%3Ad%3A676017
featured: 2023-05-24
citations: unknown
topic: Risk, Credit & Banking
---


# NonNormal Risk Measures

Paper examines statistical properties of risk measures in non-normal distribution for risk management.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.mdpi.com%2F1911-8074%2F14%2F11%2F540%2Fpdf%3Bh%3Drepec%3Agam%3Ajjrfmx%3Av%3A14%3Ay%3A2021%3Ai%3A11%3Ap%3A540-%3Ad%3A676017
- Identifier: RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:540-:d:676017
- Released: 2021-05-03
- First featured: Quant Letter No. 1 (2023-05-24): https://www.ml-quant.com/issues/2023-05-24/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Risk, Credit & Banking

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