On the significance of expected shortfall as a coherent risk measure
Koji Inui; Masaaki Kijima
| Year of publication: |
2005
|
|---|---|
| Authors: | Inui, Koji ; Kijima, Masaaki |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 29.2005, 4, p. 853-864
|
| Subject: | Risikomanagement | Risk management | Risikomaß | Risk measure |
| 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/10002600061