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Expected Shortfall: A Natural Coherent Alternative to Value at Risk - MaRDI portal

Expected Shortfall: A Natural Coherent Alternative to Value at Risk (Q91073)

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scientific article
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Expected Shortfall: A Natural Coherent Alternative to Value at Risk
scientific article

    Statements

    volume
    31
    0 references
    issue
    2
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    page(s)
    379-388
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    publication date
    July 2002
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    author
    Carlo Acerbi
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    Dirk Tasche
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    Identifiers

    Wikidata QID
    Q57253932
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