Beyond VaR: Expected shortfall and other coherent risk measures

Research output: Chapter in Book/Report/Conference proceedingChapter

Original languageEnglish
Title of host publicationThe Risk Modeling Evaluation Handbook
EditorsG N Gregoriou, C Hoppe, C S Wehn
PublisherMcGrawHill
Pages289-303
Number of pages15
ISBN (Print)9780071663700
Publication statusPublished - 2010

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