Adjusted Expected Shortfall.
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| Title: | Adjusted Expected Shortfall. |
|---|---|
| Authors: | Burzoni, Matteo1 (AUTHOR) matteo.burzoni@unimi.it, Munari, Cosimo1,2 (AUTHOR) cosimo.munari@bf.uzh.ch, Wang, Ruodu3 (AUTHOR) wang@uwaterloo.ca |
| Source: | Journal of Banking & Finance. Jan2022, Vol. 134, pN.PAG-N.PAG. 1p. |
| Database: | Business Source Ultimate |
| ISSN: | 03784266 |
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| DOI: | 10.1016/j.jbankfin.2021.106297 |