Asymptotic Expansion and Bounds for the Bias of Empirical Tail Value-at-Risk

SSRN Electronic Journal 2026 Preprint Open access

Read full text

Authors: Nadezhda Gribkova, Jianxi Su, Mengqi Wang

DOI: 10.2139/ssrn.6101965

Cited by: 0

References: 19

Fields of Study & Subjects

Probability and Risk Models Risk and Portfolio Optimization Financial Risk and Volatility Modeling

References 19