Risk management with expected shortfall
Pengyu Wei
| Year of publication: |
2021
|
|---|---|
| Authors: | Wei, Pengyu |
| Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9660, ZDB-ID 2389109-9. - Vol. 15.2021, 4, p. 847-883
|
| Subject: | Portfolio selection | Risk measure | Value-at-risk | Expected shortfall | Asset pricing | Theorie | Theory | Portfolio-Management | Risikomaß | Risikomanagement | Risk management | CAPM |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11579-021-00298-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012616860