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Expected Shortfall

Adaptive PORT–MVRB estimation: an empirical comparison of two heuristic algorithms

Statistics / Applied Economics / Value at Risk / Minimum variance / Second Order / Statistics of Extremes / Expected Shortfall / Scale Invariance / Heuristic algorithm / Statistics of Extremes / Expected Shortfall / Scale Invariance / Heuristic algorithm

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Medidas De Riesgo, Caracteristicas y Técnicas De Medición: Una Aplicación Del Var y El Es a La Tasa Interbancaria De Colombia

Expected Shortfall

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