COMPARATIVE ANALYSES OF EXPECTED SHORTFALL AND VALUE-AT-RISK(Special Issue on Theory, Methodology and Applications in Financial Engneering)
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Publication:4803748
DOI10.15807/jorsj.45.490zbMath1080.91047OpenAlexW206720640MaRDI QIDQ4803748
Yasuhiro Yamai, Toshinao Yoshiba
Publication date: 2002
Published in: Journal of the Operations Research Society of Japan (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.15807/jorsj.45.490
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