Author:
Righi Marcelo Brutti,Ceretta Paulo Sergio
Subject
Economics and Econometrics,General Business, Management and Accounting
Reference38 articles.
1. On the coherence of expected shortfall;Acerbi;Journal of Banking and Finance,2002
2. Developing a stress testing framework based on market risk models;Alexander;Journal of Banking and Finance,2008
3. Coherent measures of risk;Artzner;Mathematical Finance,1999
4. Don’t look back;Barone-Adesi;Risk,1998
5. Testing density forecasts, with applications to risk management;Berkowitz;Journal of Business and Economic Statistics,2001
Cited by
57 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献