Value-at-risk versus expected shortfall: A practical perspective
| Year of publication: |
2005
|
|---|---|
| Authors: | Yamai, Yasuhiro ; Yoshiba, Toshinao |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 29.2005, 4, p. 997-1016
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