English Expected shortfall Cited by user Rjwilmsi on 13 Aug 2014 Expected shortfall (ES) is a risk measure, a concept used in finance (and more specifically in the field of financial risk measurement) to evaluate the market risk or…
English Dynamic risk measure Cited by user Rjwilmsi on 05 May 2014 In financial mathematics, a conditional risk measure is a random variable of the financial risk (particularly the downside risk) as if measured at some point in the…