All ebooks by Simona Roccioletti in PDF
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All ebooks by Simona Roccioletti in PDF


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Download this eBook Backtesting Value at Risk and Expected Shortfall
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Backtesting Value at Risk and Expected Shortfall


Simona Roccioletti


In this book Simona Roccioletti reviews several valuable studies about risk measures and their properties; in particular she studies the new (and heavily discussed) property of "Elicitability" of a risk measure. More important, she investigates the issue related to the...

Publication date: 2015-12-04
Format: PDF
Publisher: Springer Gabler
Collection: BestMasters
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£54,99

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