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

  1. Del Brio, E.B.
  2. Mora-Valencia, A.
  3. Perote, J.
Journal:
European Journal of Finance

ISSN: 1466-4364,  1351-847X

Year of publication: 2019

Volume: 25

Issue: 17

Pages: 1746-1764

Type: Article

DOI: 10.1080/1351847X.2018.1559213 GOOGLE SCHOLAR
Data source: Scopus