Title of article
On the significance of expected shortfall as a coherent risk measure
Author/Authors
Koji Inui، نويسنده , , Masaaki Kijima، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
12
From page
853
To page
864
Keywords
Value-at-Risk , Expected shortfall , Coherent risk , Historical simulation , Richardson sextrapolation
Journal title
Journal of Banking and Finance
Serial Year
2005
Journal title
Journal of Banking and Finance
Record number
193714
Link To Document