Adjusted expected shortfall
Year of publication: |
2022
|
---|---|
Authors: | Burzoni, Matteo ; Munari, Cosimo-Andrea ; Wang, Ruodu |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 134.2022, p. 1-11
|
Subject: | Risikomaß | Risk measure | Theorie | Theory | Erwartungsbildung | Expectation formation |
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