Instituto Complutense de Análisis Económico (ICAE)
Zentrum/Institut
University of Sydney
Sídney, AustraliaPublikationen in Zusammenarbeit mit Forschern von University of Sydney (1)
2019
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Choosing expected shortfall over VaR in Basel III using stochastic dominance
International Review of Economics and Finance, Vol. 60, pp. 95-113