Browsing by Subject Expected shortfall

Showing results 1 to 4 of 4
Issue DateTitleAuthor(s)
Sep-2020Clarifying managerial biases using a probabilistic frameworkEllina, Polina ; Mascarenhas, Briance ; Theodossiou, Panayiotis 
1-Apr-2007A conditional-SGT-VaR approach with alternative GARCH modelsBali, Turan G. ; Theodossiou, Panayiotis 
Apr-2007A conditional-SGT-VaR approach with alternative GARCH modelsBali, Turan G. ; Theodossiou, Panayiotis 
2020Truncated skewed type III generalized logistic distribution: risk measurement applicationsTheodossiou, Panayiotis