Expected Shortfall – An Alternative Risk Measure to Value-at-Risk
Year of publication: |
2020
|
---|---|
Authors: | Chu, Shiu-Wah |
Other Persons: | Bhattacharyya, Ritabrata (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Risikomanagement | Risk management | Risikomaß | Risk measure | Theorie | Theory | Messung | Measurement | Portfolio-Management | Portfolio selection |
Extent: | 1 Online-Ressource (14 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 5, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3514508 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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