Forward-looking tail risk measures


Huggenberger, Markus ; Zhang, Chu ; Zhou, Ti


Document Type: Conference presentation
Year of publication: 2018
Conference title: 11th International Risk Management Conference 2018
Location of the conference venue: Paris, France
Date of the conference: 07.-08.06.2018
Publication language: English
Institution: 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. (2018) 11th International Risk Management Conference 2018 (Paris, France) [Conference presentation]


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