Estimation of multiple period expected shortfall and median...

Quantitative Finance 2012 / 05 Vol. 12; Iss. 5

Estimation of multiple period expected shortfall and median shortfall for risk management

So, Mike K. P., Wong, Chi-Ming
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
12
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697681003785967
Date:
May, 2012
File:
PDF, 750 KB
english, 2012
Conversion to is in progress
Conversion to is failed