Adjusted Expected Shortfall.

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Bibliographic Details
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
Description
ISSN:03784266
DOI:10.1016/j.jbankfin.2021.106297