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 APA Style APA-ALL Style AAA 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). The impact of risk model quality on portfolio Expected Shortfall. In Econometrie.http://hdl.handle.net/2105/55723

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