Forward-looking tail risk measures

Huggenberger, Markus ; Zhang, Chu ; Zhou, Ti

Document Type: Conference presentation
Year of publication: 2018
Conference title: 11th Annual SoFiE Conference 2018
Location of the conference venue: Lugano, Switzerland
Date of the conference: 12.-14.06.2018
Publication language: English
Institution: Business School > ABWL, Risikotheorie, Portfolio Management u. Versicherungswissenschaft (Albrecht)
Subject: 330 Economics

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