On the coherence of expected shortfall
Year of publication: |
2002
|
---|---|
Authors: | Acerbi, Carlo ; Tasche, Dirk |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 26.2002, 7, p. 1487-1503
|
Publisher: |
Elsevier |
Saved in:
Online Resource
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