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Value-at-risk versus expected shortfall: A practical perspective [An article from: Journal of Banking and Finance]
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Book Details
Author(s)Y. Yamai, T. Yoshiba
PublisherElsevier
ISBN / ASINB000RR2V44
ISBN-13978B000RR2V44
AvailabilityAvailable for download now
Sales Rank186
MarketplaceUnited States 🇺🇸