No shortfall of ES estimators : insights from cryptocurrency portfolios
Matúš Horváth, Tomáš Výrost
| Year of publication: |
2025
|
|---|---|
| Authors: | Horváth, Matúš ; Výrost, Tomáš |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 73.2025, Art.-No. 106685, p. 1-7
|
| Subject: | Cryptocurrency | Expected shortfall | Forecasting | Portfolio | Value-at-risk | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | Virtuelle Währung | Virtual currency | Prognoseverfahren | Forecasting model | Kapitalanlage | Financial investment |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2024.106685 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015211889