Risk management with expected shortfall
Pengyu Wei
| Year of publication: |
2021
|
|---|---|
| Authors: | Wei, Pengyu |
| Subject: | Portfolio selection | Risk measure | Value-at-risk | Expected shortfall | Asset pricing | Risikomaß | Portfolio-Management | Risikomanagement | Risk management | Theorie | Theory | Risiko | Risk | Messung | Measurement | 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