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Backtesting General Spectral Risk Measures with Application to Expected Shortfall

Backtesting General Spectral Risk Measures with Application to Expected Shortfall http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png SSRN Electronic Journal CrossRef

Backtesting General Spectral Risk Measures with Application to Expected Shortfall

SSRN Electronic JournalJan 1, 2014

Backtesting General Spectral Risk Measures with Application to Expected Shortfall

SSRN Electronic JournalJan 1, 2014

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Publisher
CrossRef
ISSN
1556-5068
DOI
10.2139/ssrn.2514403
Publisher site
See Article on Publisher Site

Abstract

Journal

SSRN Electronic JournalCrossRef

Published: Jan 1, 2014

References