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dc.contributor.author
Embrechts, Paul
dc.contributor.author
Wang, Ruodu
dc.date.accessioned
2017-06-11T21:09:55Z
dc.date.available
2017-06-11T21:09:55Z
dc.date.issued
2015-10
dc.identifier.issn
2300-2298
dc.identifier.other
10.1515/demo-2015-0009
dc.identifier.uri
http://hdl.handle.net/20.500.11850/106841
dc.language.iso
en
dc.publisher
De Gruyter
dc.subject
Expected Shortfall
dc.subject
TVaR
dc.subject
Subadditivity
dc.subject
Comonotonicity
dc.subject
Value-at-Risk
dc.subject
Risk management
dc.subject
Education
dc.title
Seven Proofs for the Subadditivity of Expected Shortfall
dc.type
Journal Article
ethz.journal.title
Dependence Modeling
ethz.journal.volume
3
ethz.journal.issue
1
ethz.pages.start
126
ethz.pages.end
140
ethz.publication.place
Warsaw
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
ethz.date.deposited
2017-06-11T21:10:47Z
ethz.source
ECIT
ethz.identifier.importid
imp593653af4dcd084411
ethz.ecitpid
pub:167256
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-13T15:28:12Z
ethz.rosetta.lastUpdated
2022-03-28T14:16:31Z
ethz.rosetta.versionExported
true
ethz.COinS
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