Work

Expected shortfall for distributions in finance

Year: 2011

Type: book-chapter

Source: Springer eBooks

DOI: 10.1007/978-3-642-18062-0_2

Authors: Simon A. Broda, Marc S. Paolella

Institutions: University of Amsterdam, University of Zurich

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W198055838

FWCI: 6.226

Cites: 40

Cited by: 40

Related to: 10