BOOK-CHAPTER
A Generalized Error Distribution-Based Method for Conditional Value-at-Risk Evaluation
Keywords:
CVAR Value at risk Expected shortfall Copula (linguistics) Bivariate analysis Mathematics Portfolio Generalization Risk measure Econometrics Generalized normal distribution Gaussian Applied mathematics Statistics Economics Normal distribution Risk management Finance Mathematical analysis
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Citation History
Topics
Risk and Portfolio Optimization
Social Sciences → Decision Sciences → Management Science and Operations Research
Financial Risk and Volatility Modeling
Social Sciences → Economics, Econometrics and Finance → Finance
Statistical Methods and Inference
Physical Sciences → Mathematics → Statistics and Probability
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