Beyond VaR: Expected shortfall and other coherent risk measures
Krause, A., 2010. Beyond VaR: Expected shortfall and other coherent risk measures. McGrawHill, pp. 289-303.
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|Item Type||Conference or Workshop Items (UNSPECIFIED)|
|Editors||Gregoriou, G. N., Hoppe, C. and Wehn, C. S.|
|Departments||School of Management|
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