On the Super-Additivity and Estimation Biases of Quantile Contributions

@article{Taleb2014OnTS,
  title={On the Super-Additivity and Estimation Biases of Quantile Contributions},
  author={Nassim Nicholas Taleb and Raphael Douady},
  journal={Physica A-statistical Mechanics and Its Applications},
  year={2014},
  volume={429},
  pages={252-260}
}
  • N. Taleb, R. Douady
  • Published 7 May 2014
  • Mathematics
  • Physica A-statistical Mechanics and Its Applications

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