Seven Proofs for the Subadditivity of
Expected Shortfall

Seven Proofs for the Subadditivity of Expected Shortfall

Bibliographic Details
Main Authors:	Embrechts Paul, Wang Ruodu
Format:	Article
Language:	English
Published:	De Gruyter 2015-10-01
Series:	Dependence Modeling
Subjects:	expected shortfall tvar subadditivity comonotonicity value-at-risk risk management education primary: 28a25; secondary: 60e15, 91b06
Online Access:	https://doi.org/10.1515/demo-2015-0009

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