Title of article

Expected shortfall and beyond

Author/Authors

Dirk Tasche، نويسنده ,

Issue Information

روزنامه با شماره پیاپی سال 2002

Pages

15

From page

1519

To page

1533

Keywords

Spectral risk measure , Value-at-Risk , expected shortfall , Coherence , Risk contribution

Journal title

Journal of Banking and Finance

Serial Year

2002

Journal title

Journal of Banking and Finance

Record number

193403