Estimation Error of Expected Shortfall
Download or Read eBook Estimation Error of Expected Shortfall PDF written by Imre Kondor and published by . This book was released on 2014 with total page 7 pages. Available in PDF, EPUB and Kindle.
| Author | : Imre Kondor |
| Publisher | : |
| Total Pages | : 7 |
| Release | : 2014 |
| ISBN-10 | : OCLC:1308880891 |
| ISBN-13 | : |
| Rating | : 4/5 (91 Downloads) |
Book Synopsis Estimation Error of Expected Shortfall by : Imre Kondor
Book excerpt: The problem of estimation error of Expected Shortfall is analyzed, with a view of its introduction as a global regulatory risk measure.
