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On multivariate extensions of the conditional value-at-risk measure
Di Bernardino, Elena
;
Fernández-Ponce, J. M.
; …
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 1-16
Persistent link: https://www.econbiz.de/10010515946
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2
Risk management with expectiles
Bellini, Fabio
;
Di Bernardino, Elena
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 487-506
Persistent link: https://www.econbiz.de/10011736289
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3
Delta-hedging correlation risk?
Cousin, Areski
;
Crépey, Stéphane
;
Kan, Yu Hang
- In:
Review of derivatives research
15
(
2012
)
1
,
pp. 25-56
Persistent link: https://www.econbiz.de/10009627434
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