Análisis Económico y economía cuantitativa
Department
University of Canterbury
Christchurch, Nueva ZelandaPublications in collaboration with researchers from University of Canterbury (1)
2017
-
Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance
PROCEEDINGS OF THE 2017 INTERNATIONAL CONFERENCE ON ECONOMICS, FINANCE AND STATISTICS (ICEFS 2017)