On Exactitude in Financial Regulation : Value-at-Risk, Expected Shortfall, and Expectiles
Year of publication: |
2018
|
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Authors: | Chen, James Ming |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Risikomaß | Risk measure | Theorie | Theory | Finanzkrise | Financial crisis | Regulierung | Regulation |
Extent: | 1 Online-Ressource (28 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Risks 2018, 6(2), 61 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 8, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3136278 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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