Title of article
Measures of risk
Author/Authors
Giorgio Szeg?، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2002
Pages
20
From page
1253
To page
1272
Keywords
Conditional value-at risk , Risk measures , Scalar co-dependence measures , Expected shortfall , Spectral risk measures and acceptable risk weights
Journal title
Journal of Banking and Finance
Serial Year
2002
Journal title
Journal of Banking and Finance
Record number
193390
Link To Document