What Is the Best Risk Measure in Practice? A Comparison of Standard Measures

Publié in Journal of Risk 18:2, 31-60 (2015). DOI : https://doi.org/10.21314/jor.2015.318

Data and Resources

Additional Info

Field Value
Source https://essec.hal.science/hal-00921283
Author Emmer, Suzanne, Kratz, Marie, Tasche, Dirk
Maintainer CCSD
Last Updated May 7, 2026, 17:43 (UTC)
Created May 7, 2026, 17:43 (UTC)
Identifier hal-00921283
Language en
Rights https://about.hal.science/hal-authorisation-v1/
contributor Center of Research in Econo-finance and Actuarial sciences on Risk / Centre de Recherche Econo-financière et Actuarielle sur le Risque (CREAR) ; ESSEC Business School
creator Emmer, Suzanne
date 2013-12-20T00:00:00
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harvest_source_title test moissonnage SELUNE
metadata_modified 2024-04-27T00:00:00
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