Seven proofs for the subadditivity of expected shortfall (Q906342)
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scientific article; zbMATH DE number 6534017
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Seven proofs for the subadditivity of expected shortfall |
scientific article; zbMATH DE number 6534017 |
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Seven proofs for the subadditivity of expected shortfall (English)
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21 January 2016
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expected shortfall
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TVaR
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subadditivity
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comonotonicity
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value-at-risk
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risk management
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education
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