An application of value at risk and expected shortfall

An application of value at risk and expected shortfall

MAYORGA, Rodrigo de Oliveira. An application of value at risk and expected shortfall / Rodrigo de Oliveira Mayorga. - 2016. 60f. Tese (Doutorado) - Universidade Federal do Ceará, Programa de Pós Graduação em Economia, CAEN, Fortaleza, 2016. === Submitted by Mônica Correia Aquino (monicacorreiaaquino...

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Bibliographic Details
Main Author: Mayorga, Rodrigo de Oliveira
Other Authors: Farias, Rafael Braz Azevedo
Language:Portuguese
Published: 2017
Subjects:
Value at risk
Expected shortfall
Online Access:http://www.repositorio.ufc.br/handle/riufc/23104

Internet

http://www.repositorio.ufc.br/handle/riufc/23104

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