Pages that link to "Item:Q2338545"
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The following pages link to Dynamic expected shortfall: a spectral decomposition of tail risk across time horizons (Q2338545):
Displaying 4 items.
- A dynamic autoregressive expectile for time-invariant portfolio protection strategies (Q1994618) (← links)
- Large-scale minimum variance portfolio allocation using double regularization (Q2191518) (← links)
- Dual representation of expectile-based expected shortfall and its properties (Q2241897) (← links)
- Intra‐Horizon expected shortfall and risk structure in models with jumps (Q6054364) (← links)