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Choosing expected shortfall over VaR in Basel III using stochastic dominance
Chang, Chia-Lin
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Jiménez-Martín, Juan-Ángel
; …
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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
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Jiménez-Martín, Juan-Ángel
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2015
Persistent link: https://www.econbiz.de/10011346199
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Robust ranking of journal quality: an Application to economics
Chang, Chia-Lin
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Maasoumi, Esfandiar
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McAleer, Michael
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2012
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Persistent link: https://www.econbiz.de/10009619563
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