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
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=193403
