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On the coherence of expected shortfall
Acerbi, Carlo; Tasche, Dirk - In: Journal of banking & finance 26 (2002) 7, pp. 1487-1503
Persistent link: https://www.econbiz.de/10001688668
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Spectral measures of risk: a coherent representation of subjective risk aversion
Acerbi, Carlo - In: Journal of banking & finance 26 (2002) 7, pp. 1505-1518
Persistent link: https://www.econbiz.de/10001688672