COMPARATIVE ANALYSES OF EXPECTED SHORTFALL AND VALUE-AT-RISK(Special Issue on Theory, Methodology and Applications in Financial Engneering) (Q4803748)
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scientific article; zbMATH DE number 1895594
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| English | COMPARATIVE ANALYSES OF EXPECTED SHORTFALL AND VALUE-AT-RISK(Special Issue on Theory, Methodology and Applications in Financial Engneering) |
scientific article; zbMATH DE number 1895594 |
Statements
COMPARATIVE ANALYSES OF EXPECTED SHORTFALL AND VALUE-AT-RISK(Special Issue on Theory, Methodology and Applications in Financial Engneering) (English)
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2002
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risk
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0.815406084060669
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0.815215528011322
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0.814828097820282
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0.8147793412208557
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0.8137309551239014
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