Forward-Looking Tail Risk Measures

Huggenberger, Markus ; Zhang, Chu ; Zhou, Ti

Document Type:	Conference presentation
Year of publication:	2017
Conference title:	24th Annual Meeting of the German Finance Association (DGF)
Location of the conference venue:	Ulm, Germany
Date of the conference:	06.-07.10.2017
Publication language:	English
Institution:	Außerfakultäre Einrichtungen > Institut für Versicherungswissenschaft Business School > ABWL, Risikotheorie, Portfolio Management u. Versicherungswissenschaft (Albrecht 1989-2021)
Subject:	330 Economics

BASE: Huggenberger, Markus ; Zhang, Chu ; Zhou, Ti

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