Expected Shortfall: A Natural Coherent Alternative to Value at Risk

DOI10.1111/1468-0300.00091MaRDI QIDQ91073WikidataFDO

Authors Carlo Acerbi, Dirk Tasche

Publication date July 2002

Published in Economic Notes (Search for Journal in Brave)

Cited in

(2)

• cvar
• triangulr

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