Browsing All of EconStor by Author McAleer, Michel
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Year of Publication | Title | Author(s) |
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2015 | Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance | Chang, Chia-Lin; Jiménez-Martín, Juan-Ángel; Maasoumi, Esfandiar; McAleer, Michel; Pérez-Amaral, Teodosio |