Expected shortfall

Wikidata

https://www.wikidata.org/wiki/Q5420856

OpenAlex ID

https://openalex.org/C5496284 (API record)

OpenAlex Description

Measure of risk

OpenAlex Level [?]

3

Broader Concepts

• Portfolio
• Risk management

Narrower Concepts

• CVAR
• Coherent risk measure
• Dynamic risk measure
• Spectral risk measure
• Style analysis

Associated Authors

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