Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance
- Chang, Chia-Lin
- Jimenez-Martin, Juan-Angel
- Maasoumi, Esfandiar
- McAleer, Michael
- Perez-Amaral, Teodosio
- Yue, XG (coord.)
- McAleer, M (coord.)
- Cao, Y (coord.)
- Strouhal, J (coord.)
- Li, F (coord.)
- Duarte, N (coord.)
ISSN: 2352-5428
ISBN: 978-94-6252-311-1
Datum der Publikation: 2017
Ausgabe: 26
Seiten: 133-156
Kongress: International Conference on Economics, Finance and Statistics (ICEFS)
Art: Konferenz-Beitrag