On the coherence of expected shortfall
Carlo Acerbi and
Journal of Banking & Finance, 2002, vol. 26, issue 7, 1487-1503
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Working Paper: On the coherence of Expected Shortfall (2002)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:jbfina:v:26:y:2002:i:7:p:1487-1503
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