An elementary proof of the dual representation of Expected Shortfall

Location
Deutsche Nationalbibliothek Frankfurt am Main
Extent
1 Online-Ressource.
Language
Englisch

Bibliographic citation
An elementary proof of the dual representation of Expected Shortfall ; volume:17 ; number:4 ; day:16 ; month:11 ; year:2023 ; pages:655-662 ; date:12.2023
Mathematics and financial economics ; 17, Heft 4 (16.11.2023), 655-662, 12.2023

Creator
Herdegen, Martin
Munari, Cosimo
Contributor
SpringerLink (Online service)

DOI
10.1007/s11579-023-00346-8
URN
urn:nbn:de:101:1-2024021916390104262228
Rights
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
Last update
14.08.2025, 10:54 AM CEST

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Associated

  • Herdegen, Martin
  • Munari, Cosimo
  • SpringerLink (Online service)

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