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https://portfoliooptimizer.io/blog/corrected-cornish-fisher-expansion-improving-the-accuracy-of-modified-value-at-risk/
Corrected Cornish-Fisher Expansion: Improving the Accuracy of Modified Value-at-Risk | Portfolio...
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https://portfoliooptimizer.io/blog/beyond-modified-value-at-risk-application-of-gaussian-mixtures-to-the-computation-of-value-at-risk/
Beyond Modified Value-at-Risk: Application of Gaussian Mixtures to the Computation of Value-at-Risk...
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