Expected Shortfall: A Natural Coherent Alternative to Value at Risk (Q91073)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Expected Shortfall: A Natural Coherent Alternative to Value at Risk |
scientific article |
Statements
31
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2
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379-388
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July 2002
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