Modified expected shortfall: a coherent risk measure for elliptical family of distributions (Q6108890)
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scientific article; zbMATH DE number 7705115
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modified expected shortfall: a coherent risk measure for elliptical family of distributions |
scientific article; zbMATH DE number 7705115 |
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Modified expected shortfall: a coherent risk measure for elliptical family of distributions (English)
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30 June 2023
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coherent risk measure
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elliptical distributions
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expected shortfall
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modified expected shortfall
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