Ciencias Económicas y Empresariales
Fakultät
University of Canterbury
Christchurch, Nueva ZelandaPublikationen in Zusammenarbeit mit Forschern von University of Canterbury (1)
2017
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Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance
PROCEEDINGS OF THE 2017 INTERNATIONAL CONFERENCE ON ECONOMICS, FINANCE AND STATISTICS (ICEFS 2017)