Comparative Analyses of Expected Shortfall and Value-at-Risk
Year of publication: |
2002
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Authors: | Yamai, Yasuhiro ; Yoshiba, Toshinao |
Published in: |
Journal of the Operations Research Society of Japan : JORSJ. - Tokyo : Soc., ISSN 0453-4514, ZDB-ID 715544x. - Vol. 45.2002, 4, p. 506
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