Expected Shortfall: A Natural Coherent Alternative to Value at Risk (Q91073)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Expected Shortfall: A Natural Coherent Alternative to Value at Risk |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Expected Shortfall: A Natural Coherent Alternative to Value at Risk |
scientific article |
Statements
31
0 references
2
0 references
379-388
0 references
July 2002
0 references
