Forward-Looking Tail Risk Measures


Huggenberger, Markus ; Zhang, Chu ; Zhou, Ti


Document Type: Conference presentation
Year of publication: 2017
Conference title: IFABS 2017 Oxford Conference
Location of the conference venue: Oxford, Great Britain
Date of the conference: 15.-17.07.2017
Publication language: English
Institution: Business School > ABWL, Risikotheorie, Portfolio Management u. Versicherungswissenschaft (Albrecht)
Außerfakultäre Einrichtungen > Institut für Versicherungswissenschaft
Subject: 330 Economics




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Huggenberger, Markus ; Zhang, Chu ; Zhou, Ti Forward-Looking Tail Risk Measures. (2017) IFABS 2017 Oxford Conference (Oxford, Great Britain) [Conference presentation]


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