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Expected Shortfall - What is it, Formula, Calculation, Vs VAR
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Historical Simulation, Value-at-Risk, and Expected Shortfall - ppt video online download
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SOLVED: An explicit formula for ES: Show that, assuming the annual PnL (payoff) of a portfolio follows a normal distribution with mean μ and variance σ^2, then the 1-year 100(1-α)% confidence Expected
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Expected shortfall - Wikipedia
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