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...
Main Author: | Mayorga, Rodrigo de Oliveira |
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Other Authors: | Farias, Rafael Braz Azevedo |
Language: | Portuguese |
Published: |
2017
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Subjects: | |
Online Access: | http://www.repositorio.ufc.br/handle/riufc/23104 |
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