why expected shortfall is better than var ?
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https://www.risk.net › risk-magazine › technical-paper › 1506669 › var-versus-expected-shortfallhttps://www.risk.net › risk-magazine › technical-paper › 1506669 › var-versus-expected-shortfall VAR versus expected shortfall – Risk.net Expected shortfall […]
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qu’est ce que l’expected shortfall ?
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https://en.wikipedia.org › wiki › Expected_shortfallhttps://en.wikipedia.org › wiki › Expected_shortfall Expected shortfall – Wikipedia Expected shortfall is a risk measure—a concept used in the field of […]
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