Expected Shortfall: A Natural Coherent Alternative to Value at Risk.
Autor: | Acerbi, C.1, Tasche, D.2 |
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Zdroj: | Economic Notes. Jul2002, Vol. 31 Issue 2, p379-388. 10p. |
Databáze: | Business Source Ultimate |
Externí odkaz: |
Autor: | Acerbi, C.1, Tasche, D.2 |
---|---|
Zdroj: | Economic Notes. Jul2002, Vol. 31 Issue 2, p379-388. 10p. |
Databáze: | Business Source Ultimate |
Externí odkaz: |