"An Axiomatic Foundation for the Expected Shortfall."

Ruodu Wang, Ricardas Zitikis (2021)

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DOI: 10.1287/MNSC.2020.3617

access: closed

type: Journal Article

metadata version: 2021-03-23

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Ruodu Wang, Ricardas Zitikis:
An Axiomatic Foundation for the Expected Shortfall. Manag. Sci. 67(3): 1413-1429 (2021)

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