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)
Subject: 330 Economics




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Huggenberger, Markus ; Zhang, Chu ; Zhou, Ti Forward-Looking Tail Risk Measures. (2017) 24th Annual Meeting of the German Finance Association (DGF) (Ulm, Germany) [Conference presentation]


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