Search Results - subject:"component expected shortfall"

Cevik, Emrah Ismail; Terzioglu, Hande Caliskan; Kilic, Yunus - In: Research in international business and finance 69 (2024), pp. 1-21

Persistent link: https://www.econbiz.de/10015052824

Manguzvane, Mathias Mandla; Sibusiso Blessing Ngobese - In: International Journal of Financial Studies : open … 11 (2023) 4, pp. 1-14

insurers to aggregate the systemic risk of their respective industries by employing the component expected shortfall (CES). The …

Persistent link: https://www.econbiz.de/10014485398