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Results for expected shortfall
Publications & Outputs
Estimating Portfolio Risk for Tail Risk Protection Strategies
Happersberger, D.
, Lohre, H. &
Nolte, I.
,
3/02/2020
,
In :
European Financial Management.
26
,
4
,
p. 1107-1146
40 p.
Research output
:
Contribution to journal
›
Journal article
›
peer-review
A confidence interval procedure for expected shortfall risk measurement via two-level simulation
Lan, H.,
Nelson, B. L.
& Staum, J.,
09/2010
,
In :
Operations Research.
58
,
5
,
p. 1481-1490
10 p.
Research output
:
Contribution to journal
›
Journal article
›
peer-review