Comparison of risks based on the expected proportional shortfall (Q153955)
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scientific article; zbMATH DE number 6284370
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Comparison of risks based on the expected proportional shortfall |
scientific article; zbMATH DE number 6284370 |
Statements
51
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2
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292-302
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September 2012
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14 April 2014
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Comparison of risks based on the expected proportional shortfall (English)
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risk measures
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comparison of risks
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expected shortfall
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0.91207063
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0.86417747
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0.86164874
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0.85985047
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0.8531956
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0.84351504
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0.8408134
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0.83883536
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0.8386518
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Félix Belzunce
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José F. Pinar
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José M. Ruiz
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Miguel A. Sordo
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