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   Articles with "tabulations value" as a keyword



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Tabulations for value at risk and expected shortfall

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recommendations! Published in 2017 at "Communications in Statistics - Theory and Methods"

DOI: 10.1080/03610926.2015.1116572

Abstract: ABSTRACT Value at risk and expected shortfall are the two most popular measures of financial risk. Here, we tabulate expressions for both these measures for over 100 parametric distributions, including all commonly known distributions, and… read more here.

Keywords: value risk; risk; risk expected; expected shortfall ... See more keywords