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Expected shortfall assessment in commodity (L)ETF portfolios with semi-nonparametric specifications

Research paper by Esther B. Del Brio, Andrés Mora-Valencia, Javier Perote

Indexed on: 21 Dec '18Published on: 17 Dec '18Published in: The European Journal of Finance



Abstract

Authors: Esther B. Del Brio, Andrés Mora-Valencia, Javier Perote Article URL: https://www.tandfonline.com/doi/full/10.1080/1351847X.2018.1559213?ai=z4&mi=3fqos0&af=R Citation: The European Journal of Finance Publication Date: 2018-12-17T04:06:20Z Journal: The European Journal of Finance