Porto Alegre, Rio Grande do Sul 90010460
Federal University of Rio Grande do Sul
in Total Papers Downloads
Expected Shortfall, Shortfall Deviation, Backtest, Monte Carlo Simulations
Risk Measures, Expected Shortfall, Risk Estimation, Backtesting
Shortfall deviation risk, risk management, risk measures, coherent risk measures, generalized deviation measures.
shortfall deviation risk, risk management, risk measures, coherent risk measures, generalized deviation measures
Risk management; Risk measures; Serial dependence; Pair-copula construction
Emerging Markets, ICAPM, Copula-DCC-GARCH
balance at risk, credit risk, personal finance
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.250 seconds
We'd like to ask you to provide feedback on your experience with SSRN today. Your feedback will be used to enhance the site in the future.
Would you be willing to answer a few questions when you leave our site?
Yes, I'm willing to take part in a survey
No, thank you