Forward-looking tail risk measures


Huggenberger, Markus ; Zhang, Chu ; Zhou, Ti


Document Type: Conference presentation
Year of publication: 2018
Conference title: 2018 China International Conference in Finance
Location of the conference venue: Tianjin, China
Date of the conference: 10.-13.07.2018
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) 2018 China International Conference in Finance (Tianjin, China) [Conference presentation]


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