| Original language | English |
|---|---|
| Pages (from-to) | 271-291 |
| Number of pages | 21 |
| Journal | Quantitative Finance |
| Volume | 14 |
| Early online date | 30 Jul 2013 |
| DOIs | |
| Publication status | Published - 2014 |
Estimation methods for expected shortfall
Research output: Contribution to journal › Article › peer-review