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Value-at-risk versus expected shortfall: A practical perspective [An article from: Journal of Banking and Finance]

Name: Value-at-risk versus expected shortfall: A practical perspective [An article from: Journal of Banking and Finance]
Author: Y. Yamai, T. Yoshiba
ISBN: 978B000RR2V44

AuthorY. Yamai, T. Yoshiba

PublisherElsevier

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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 🇺🇸