Expected Shortfall Semi-Scale T-Distribution M-Estimator

Article Properties
Refrences
Title Journal Journal Categories Citations Publication Date
Two Equivalent Parametric Expected Shortfall Formulas for T-Distributions SSRN Electronic Journal 1 2016
Influence Functions for Risk and Performance Estimators Journal of Mathematical Finance 3 2021
10.21314/JOR.2019.416
10.21314/JOR.2000.038
Coherent Measures of Risk

 Mathematical Finance
  • Social Sciences: Finance
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Science: Mathematics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 4,880 1999