Estimation of multiple period expected shortfall and median shortfall for risk management

So, MKP

Wong, C-M

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Field	Value	Language
dc.contributor.author	So, MKP https://orcid.org/0000-0003-0781-8166	en_US
dc.contributor.author	Wong, C-M	en_US
dc.date.issued	2012-01-01	en_US
dc.identifier.citation	QUANTITATIVE FINANCE, 2012, 12 (5), pp. 739 - 754 (16)	en_US
dc.identifier.issn	1469-7688	en_US
dc.identifier.uri	http://hdl.handle.net/10453/22664
dc.language	English	en_US
dc.publisher	ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD	en_US
dc.relation.ispartof	QUANTITATIVE FINANCE	en_US
dc.relation.isbasedon	10.1080/14697681003785967	en_US
dc.subject.classification	Finance	en_US
dc.title	Estimation of multiple period expected shortfall and median shortfall for risk management	en_US
dc.type	Journal Article
utslib.citation.volume	5	en_US
utslib.citation.volume	12	en_US
utslib.for	1502 Banking, Finance and Investment	en_US
utslib.for	01 Mathematical Sciences	en_US
utslib.for	14 Economics	en_US
utslib.for	15 Commerce, Management, Tourism and Services	en_US
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Science
pubs.organisational-group	/University of Technology Sydney/Faculty of Science/School of Mathematical and Physical Sciences
utslib.copyright.status	closed_access
pubs.issue	5	en_US
pubs.publication-status	Published	en_US
pubs.volume	12	en_US

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