Centred Expected Shortfall (CES): A Traditional Asset Manager’s View on Decomposing Downside Investment Risk
CES: The paper suggests using Centred Expected Shortfall (CES) instead of Expected Shortfall (ES) for a more precise evaluation of portfolio risk.
Featured in No. 9 on 26 Jul 2023 · · 0 citations today
- Released
- 16 Feb 2023
- First featured
- No. 9 · 26 Jul 2023
- Citations (Semantic Scholar)
- 0
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4519406
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