"Expected shortfall: Heuristics and certificates."

Federico A. Ramponi, Marco C. Campi (2018)

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DOI: 10.1016/J.EJOR.2017.11.022

access: closed

type: Journal Article

metadata version: 2020-02-21

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Federico A. Ramponi, Marco C. Campi:
Expected shortfall: Heuristics and certificates. Eur. J. Oper. Res. 267(3): 1003-1013 (2018)

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