Risk management with expected shortfall (Q2230765)
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scientific article; zbMATH DE number 7402327
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Risk management with expected shortfall |
scientific article; zbMATH DE number 7402327 |
Statements
Risk management with expected shortfall (English)
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28 September 2021
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portfolio selection
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risk measure
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value-at-risk
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expected shortfall
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asset pricing
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0.8420588970184326
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0.8140737414360046
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0.8101258873939514
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0.7887765765190125
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