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Beyond VaR: Expected shortfall and other coherent risk measures


Reference:

Krause, A., 2010. Beyond VaR: Expected shortfall and other coherent risk measures. In: Gregoriou, G. N., Hoppe, C. and Wehn, C. S., eds. The Risk Modeling Evaluation Handbook. McGrawHill, pp. 289-303.

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Details

Item Type Book Sections
CreatorsKrause, A.
EditorsGregoriou, G. N., Hoppe, C. and Wehn, C. S.
DepartmentsSchool of Management
StatusPublished
ID Code26845

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