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Expected shortfall
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101	Federal Reserve Bank of New York Staff Reports Add to Reading List Source URL: newyorkfed.org Language: English - Date: 2011-09-19 08:57:15 Actuarial science Economics Risk Systemic risk Liquidity risk Value at risk Markus Brunnermeier Expected shortfall Systemic Financial risk Financial economics Mathematical finance
102	アジア太平洋のヘッジファンドの選択とパフォーマンス分析 Add to Reading List Source URL: www.fsa.go.jp Language: English - Date: 2007-04-22 22:27:09 CVAR Expected shortfall Financial risk Mathematical finance
103	Value at Risk, Expected Shortfall, and Marginal Risk Contribution May 2002 Add to Reading List Source URL: www.bwl.uni-wuerzburg.de Language: English - Date: 2006-08-07 10:22:27 Mathematical finance Mathematical sciences Applied mathematics Probability theory Data analysis Coherent risk measure Value at risk Variance Standard deviation Statistics Financial risk Actuarial science
104	Quantitative Finance, Vol. 10, No. 6, June–July 2010, 593–606 Robustness and sensitivity analysis of risk Add to Reading List Source URL: www.proba.jussieu.fr Language: English - Date: 2010-06-16 05:05:12 Actuarial science Mathematical finance Statistical theory Robust statistics Estimator M-estimator Maximum likelihood Normal distribution Expected shortfall Statistics Estimation theory Financial risk
105	Conditional Value-at-Risk (CVaR): Algorithms and Applications Add to Reading List Source URL: www-iam.mathematik.hu-berlin.de Language: English - Date: 2001-09-23 13:00:42 Risk Applied mathematics Financial economics Expected shortfall Value at risk Risk measure Distribution Normal distribution Financial risk Actuarial science Mathematical finance
106	PDF Document Add to Reading List Source URL: www.stochastik.uni-freiburg.de Language: English - Date: 2008-02-04 04:08:44 Mathematical finance Coherent risk measure Lp space Locally convex topological vector space Acceptance set Banach–Alaoglu theorem Convex function Weak topology Expected shortfall Mathematical analysis Mathematics Financial risk
107	PDF Document Add to Reading List Source URL: www.princeton.edu Language: English - Date: 2008-11-12 13:13:32 Applied mathematics Mathematical sciences Coherent risk measure Risk measure Expected shortfall Dynamic risk measure Variance Expected value Time consistency Financial risk Mathematical finance Statistics
108	PDF Document Add to Reading List Source URL: laurent.jeanpaul.free.fr Language: English - Date: 2007-07-19 18:18:07 Actuarial science Statistics Economics Coherent risk measure Spectral risk measure Expected shortfall Risk measure Diversification Drawdown Mathematical finance Financial risk Financial economics
109	PDF Document Add to Reading List Source URL: www.bis.org Language: English - Date: 2005-12-12 06:15:17 Risk Applied mathematics Financial economics Coherent risk measure Expected shortfall Tail value at risk Risk measure Diversification Value at risk Financial risk Mathematical finance Actuarial science
110	PDF Document Add to Reading List Source URL: simonbenninga.com Language: English - Date: 2013-08-08 23:34:42 Mathematical sciences Actuarial science Data analysis Probability theory RiskMetrics Value at risk Standard deviation Variance Expected shortfall Statistics Financial risk Mathematical finance

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