The impact of risk model quality on portfolio Expected Shortfall

Additional Metadata
Keywords	Market risk modeling; Expected Shortfall; Tail risk management; Portfolio properties
Thesis Advisor	Dijk, D.J.C. van
Persistent URL	hdl.handle.net/2105/55723
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Witlox, C.A.S. (2021, January 21). The impact of risk model quality on portfolio Expected Shortfall. Econometrie. Retrieved from http://hdl.handle.net/2105/55723

Publication