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
Keywords :
Value-at-Risk , Expected shortfall , Coherent risk , Historical simulation , Richardson sextrapolation
Journal title :
Journal of Banking and Finance
Journal title :
Journal of Banking and Finance
