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Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates Giovanni Puccettia , Bin Wangb , Ruodu Wangc,∗ a School of Economics and Management, University of Firenze, 50127 Firenze, Italy. Te
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Document Date: 2013-10-24 07:26:09
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Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates Giovanni Puccettia , Bin Wangb , Ruodu Wangc,∗ a School of Economics and Management, University of Firenze, 50127 Firenze, Italy. Te