Giovanni Bonaccolto, Massimiliano Caporin, Bertrand B. Maillet. via conditional expected shortfalls. European Journal of Operational Research, 298(1):322-336, 2022. [doi]
@article{BonaccoltoCM22,
title = {via conditional expected shortfalls},
author = {Giovanni Bonaccolto and Massimiliano Caporin and Bertrand B. Maillet},
year = {2022},
doi = {10.1016/j.ejor.2021.06.037},
url = {https://doi.org/10.1016/j.ejor.2021.06.037},
researchr = {https://researchr.org/publication/BonaccoltoCM22},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {298},
number = {1},
pages = {322-336},
}