标签: Shortfall经管大学堂：名校名师名课

相关帖子	版块	作者	回复/查看	最后发表

【金融R+量子计算】：未来10年风险管理的终极武器？	金融学（理论版）	11113910826004 2025-12-8	0 435	11113910826004 2025-12-8 19:36:09
求“Powerful Backtests for Historical Simulation Expected Shortfall Models” - [!reward_solved!]	求助成功区	rawstone 2025-4-12	2 275	qchangcheng 2025-4-14 10:32:14
Modified marginal expected shortfall under asymptotic dependence - [!reward_solved!]	求助成功区	internet.hzx 2024-9-18	1 225	黑丝刘盼 2024-9-18 11:14:18
Modified marginal expected shortfall under asymptotic dependence - [!reward_solved!]	求助成功区	internet.hzx 2022-3-15	1 693	allen515 2022-3-15 12:29:28
Quantifying market risk with Value-at-Risk or Expected Shortfall? – Consequence - [!reward_solved!]	求助成功区	internet.hzx 2021-8-22	2 910	allen515 2021-8-22 13:03:21
Dynamic large financial networks via conditional expected shortfalls - [!reward_solved!]	求助成功区	internet.hzx 2021-8-8	2 452	GLUT123 2021-8-9 09:52:56
Conditional VAR and Expected Shortfall: A New Functional Approach - [!reward_solved!]	求助成功区	internet.hzx 2021-8-8	1 784	giresse 2021-8-9 06:52:02