Modified estimators of the expected shortfall
Deepak Jadhav; T. V. Ramanathan; U. V. Naik-Nimbalkar
| Year of publication: |
2009
|
|---|---|
| Authors: | Jadhav, Deepak ; Ramanathan, T. V. ; Naik-Nimbalkar, U. V. |
| Published in: |
Journal of emerging market finance. - Los Angeles, Calif. [u.a.] : Sage, ISSN 0972-6527, ZDB-ID 2136100-9. - Vol. 8.2009, 2, p. 87-107
|
| Subject: | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003905001