مرکز منطقه ای اطلاع رساني علوم و فناوري

Title of article :

Measures of risk

Author/Authors :

Giorgio Szeg?، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2002

Pages :

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 :