On the coherence of expected shortfall
- 31 July 2002
- journal article
- Published by Elsevier BV in Journal of Banking & Finance
- Vol. 26 (7), 1487-1503
- https://doi.org/10.1016/s0378-4266(02)00283-2
Abstract
No abstract availableOther Versions
This publication has 4 references indexed in Scilit:
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- Coherent Measures of RiskMathematical Finance, 1999
- A Strong Law for Linear Functions of Order StatisticsThe Annals of Probability, 1980
- Estimation of Non-Unique QuantilesThe Annals of Mathematical Statistics, 1966