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The top documents tagged [expected shortfall es]
Infiniti Capital Four Moment Risk Decomposition
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1 Risk Management, Capital Attribution and Performance Measurement in Best Practice Banks Michel Crouhy IXIS Corporate and Investment Bank Workshop on
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Critical Phenomena in Portfolio Selection Imre Kondor Collegium Budapest and ELTE Mathematical Modeling Alfréd Rényi Institute of Mathematics Hungarian
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Four moment risk decomposition presentation
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Measuring and allocating portfolio risk capital in the real world
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Critical Phenomena in Portfolio Selection
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Nonparametric estimation of conditional VaR and expected shortfall
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