Value-at-risk versus expected shortfall: A practical perspective
Year of publication: |
2005
|
---|---|
Authors: | Yamai, Yasuhiro ; Yoshiba, Toshinao |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 29.2005, 4, p. 997-1015
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Publisher: |
Elsevier |
Saved in:
Online Resource
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