Banking regulation: a Bayesian network approach to risk management by Gross, Eden

Subjects: “…expected shortfall, ES…”
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Portfolio risk measures and option pricing under a Hybrid Brownian motion model

Subjects: “…VaR and Expected Shortfall…”
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Value at risk and expected shortfall : traditional measures and extreme value theory enhancements with a South African market application by Dicks, Anelda

Subjects: “…Expected shortfall…”
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