Télécharger le livre :  Backtesting Value at Risk and Expected Shortfall

In this book Simona Roccioletti reviews several valuable studies about risk measures and their properties; in particular she studies the new (and heavily discussed) property of "Elicitability" of a risk measure. More important, she investigates the issue related to the...
Editeur : Springer Gabler
Parution : 2015-12-04
Collection : BestMasters
Format(s) : PDF
68,56

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