An elementary proof of the dual representation of expected shortfall
Martin Herdegen, Cosimo Munari
| Year of publication: |
2023
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|---|---|
| Authors: | Herdegen, Martin ; Munari, Cosimo-Andrea |
| Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9660, ZDB-ID 2389109-9. - Vol. 17.2023, 4, p. 655-662
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| Subject: | Dual Representation | Expected Shortfall | Subadditivity | Theorie | Theory | Risikomaß | Risk measure |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11579-023-00346-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014448070