Bamberg Gnter

Gnter Bamberg

Information about the author Gnter Bamberg will soon be added to the site.
Found 1 papers in total
On the non-existence of conditional value-at-risk under heavy tails and short sales
On the non-existence of conditional value-at-risk under heavy tails and short sales
2009
Value-at-Risk (VaR) and conditional value-at-risk (CVaR) are important risk measures....
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