Giovanni Puccetti

University of Florence - Department of Economics and Management

Via delle Pandette, 9

Firenze, Florence 50127

Italy

SCHOLARLY PAPERS

1

DOWNLOADS

0

SSRN CITATIONS
Rank 49,843

SSRN RANKINGS

Top 49,843

in Total Papers Citations

1

CROSSREF CITATIONS

10

Scholarly Papers (1)

1.

Asymptotic Equivalence of Conservative Value-at-Risk- and Expected Shortfall-Based Capital Charges

Journal of Risk, Vol. 16, No. 3, 2014
Number of pages: 20 Posted: 08 Jun 2016
Giovanni Puccetti and Ludger Rüschendorf
University of Florence - Department of Economics and Management and University of Freiburg
Downloads 0 (720,567)
Citation 1
  • Add to Cart

Abstract:

Loading...

value-at-risk, capital charges