English Expected shortfall Cited by user Revavary23 on 28 Nov 2017 Expected shortfall (ES) is a risk measure—a concept used in the field of financial risk measurement to evaluate the market risk or credit risk of a portfolio.
English Coherent risk measure Cited by user Revavary23 on 28 Nov 2017 In the fields of actuarial science and financial economics there are a number of ways that risk can be defined; to clarify the concept theoreticians have described a…