Market risk modeling; Expected Shortfall; Tail risk management; Portfolio properties
Dijk, D.J.C. van
hdl.handle.net/2105/55723
Econometrie
Erasmus School of Economics

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