Expected shortfall assessment in commodity (L)ETF portfolios with semi-nonparametric specifications
- Del Brio, E.B.
- Mora-Valencia, A.
- Perote, J.
ISSN: 1466-4364, 1351-847X
Year of publication: 2019
Volume: 25
Issue: 17
Pages: 1746-1764
Type: Article
Journal:
European Journal of Finance