On the coherence of expected shortfall
Year of publication: |
2002
|
---|---|
Authors: | Acerbi, Carlo ; Tasche, Dirk |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 26.2002, 7, p. 1487-1503
|
Subject: | Theorie | Theory | Risikomaß | Risk measure |
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