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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

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Publication:91073

DOI10.1111/1468-0300.00091WikidataQ57253932 ScholiaQ57253932MaRDI QIDQ91073

Carlo Acerbi, Dirk Tasche

Publication date: July 2002

Published in: Economic Notes (Search for Journal in Brave)




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