On Joint Marginal Expected Shortfall and Associated Contribution Risk Measures

Fuente: arXiv

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Bibliographic Details
Main Authors:	Pu, Tong, Zhang, Yifei, Zhang, Yiying
Format:	Preprint
Published:	2024
Subjects:	Risk Management Probability Applications
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2405.07549