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isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Journal of forecasting"
~isPartOf:"Journal of mathematical finance"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"Scandinavian actuarial journal"
~person:"Escanciano, Juan Carlos"
~subject:"Portfolio-Management"
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Escanciano, Juan Carlos
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Discussion paper / Tinbergen Institute
Journal of forecasting
Journal of mathematical finance
Management science : journal of the Institute for Operations Research and the Management Sciences
Scandinavian actuarial journal
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Backtesting expected shortfall : accounting for tail risk
Du, Zaichao
;
Escanciano, Juan Carlos
- In:
Management science : journal of the Institute for …
63
(
2017
)
4
,
pp. 940-958
Persistent link: https://www.econbiz.de/10011672768
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