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~person:"Emmer, Suzanne"
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Emmer, Suzanne
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What Is the Best Risk Measure in Practice? A Comparison of Standard Measures
Emmer, Suzanne
;
Kratz, Marie
;
Tasche, Dirk
-
HAL
-
2013
desirable properties of risk measures like coherence, comonotonic additivity, robustness and
elicitability
. We check VaR, ES and …
Persistent link: https://www.econbiz.de/10010821003
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