Physics – Condensed Matter – Statistical Mechanics
Scientist
Physics
Condensed Matter
Statistical Mechanics
Scientist
Derivatives Desk, Abaxbank, Milano Italy
Expected Shortfall as a Tool for Financial Risk Management
Expected Shortfall: a natural coherent alternative to Value at Risk
On the coherence of Expected Shortfall
Risk Aversion and Coherent Risk Measures: a Spectral Representation Theorem
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