Pages that link to "Item:Q2879025"

The following pages link to Estimation methods for expected shortfall (Q2879025):

Displaying 16 items.

• A joint quantile and expected shortfall regression framework (Q62993) (← links)
• An R Package for Value at Risk and Expected Shortfall (Q129979) (← links)
• Trade and currency options hedging model (Q1643850) (← links)
• A parsimonious parametric model for generating margin requirements for futures (Q1991253) (← links)
• Joint generalized quantile and conditional tail expectation regression for insurance risk analysis (Q2038215) (← links)
• Modelling skewed and heavy-tailed data using a normal weighted inverse Gaussian distribution (Q2097004) (← links)
• An explicit version of the Chebyshev-Markov-Stieltjes inequalities and its applications (Q2405785) (← links)
• Nonparametric estimation of 100(1 − <i>p</i>)% expected shortfall: <i>p</i> <font>→</font> 0 as sample size is increased (Q4563411) (← links)
• How does the choice of Value-at-Risk estimator influence asset allocation decisions? (Q4619539) (← links)
• Computation of expected shortfall by fast detection of worst scenarios (Q5014243) (← links)
• Truncated skewed type III generalized logistic distribution: risk measurement applications (Q5079867) (← links)
• COMPARING THE SMALL-SAMPLE ESTIMATION ERROR OF CONCEPTUALLY DIFFERENT RISK MEASURES (Q5157840) (← links)
• ON SOME PROPERTIES OF TWO VECTOR-VALUED VAR AND CTE MULTIVARIATE RISK MEASURES FOR ARCHIMEDEAN COPULAS (Q5214826) (← links)
• The riskiness of stock versus money market investment with stochastic rates (Q6161236) (← links)
• ANVILS-VOCE: ANova-based Varying Inner-Loop Size estimation of Variance of Conditional Expectation (Q6571756) (← links)
• Strong consistency of tail value-at-risk estimator and corresponding general results under widely orthant dependent samples (Q6581336) (← links)