On the significance of expected shortfall as a coherent risk measure
| Year of publication: |
2005
|
|---|---|
| Authors: | Inui, Koji ; Kijima, Masaaki |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 29.2005, 4, p. 853-864
|
| Publisher: |
Elsevier |