Beyond VaR: Expected shortfall and other coherent risk measures

Research output: Chapter or section in a book/report/conference proceeding › Chapter or section

Original language	English
Title of host publication	The Risk Modeling Evaluation Handbook
Editors	G N Gregoriou, C Hoppe, C S Wehn
Publisher	McGrawHill
Pages	289-303
Number of pages	15
ISBN (Print)	9780071663700
Publication status	Published - 2010

Cite this

@inbook{de65b08b036a48a5994aeb2b672bc8d3,

title = "Beyond VaR: Expected shortfall and other coherent risk measures",

author = "Andreas Krause",

year = "2010",

language = "English",

isbn = "9780071663700",

pages = "289--303",

editor = "Gregoriou, {G N} and C Hoppe and Wehn, {C S}",

booktitle = "The Risk Modeling Evaluation Handbook",

publisher = "McGrawHill",

}