Expected shortfall estimation for apparently infinite-mean models of operational risk

Published 2016 View Full Article

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Title
Expected shortfall estimation for apparently infinite-mean models of operational risk
Authors
Keywords
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Journal
QUANTITATIVE FINANCE
Volume 16, Issue 10, Pages 1485-1494
Publisher
Informa UK Limited
Online
2016-04-28
DOI
10.1080/14697688.2016.1162908
References
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