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Nonparametric estimation and sensitivity analysis of expected shortfall
Scaillet, Olivier - In: Mathematical finance : an international journal of … 14 (2004) 1, pp. 115-129
Persistent link: https://www.econbiz.de/10001917791
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Nonparametric estimation of conditional expected shortfall
Scaillet, Olivier (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002436384
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Asset allocation implications of illiquid assets
Berrada, Tony; Scaillet, Olivier; Zhang, Zhicheng - In: The journal of investing : JOI 31 (2022) 5, pp. 71-86
Persistent link: https://www.econbiz.de/10014231445