The use of flexible quantile-based measures in risk assessment
Year of publication: |
2015-02
|
---|---|
Authors: | Belles-Sampera, Jaume ; Guillén, Montserrat ; Santolino, Miguel |
Institutions: | Institut de Recerca en Economia Aplicada (IREA), Facultat d'Economia i Empresa |
Subject: | quantiles | subadditivity | tails | risk management | Value-at-Risk |
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