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~accessRights:"free"
~isPartOf:"Econometric Institute research papers"
~person:"Dahl, Bruce L."
~person:"Maasoumi, Esfandiar"
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Choosing expected shortfall over VaR in Basel III using
stochastic
dominance
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2015
Persistent link: https://www.econbiz.de/10011432786
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A
stochastic
dominance
approach to the Basel III dilemma : expected shortfall or VaR?
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2015
Persistent link: https://www.econbiz.de/10011346199
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