%0 Journal Article %1 Inui2005 %A Inui, Koji %A Kijima, Masaaki %D 2005 %J Journal of Banking & Finance %K Value-at-Risk %N 4 %P 853--864 %T On the significance of expected shortfall as a coherent risk measure %U http://www.sciencedirect.com/science/article/B6VCY-4DF49YD-1/1/81b70cb197fcc99c8d42f2160dd260ee %V 29

@article{Inui2005, added-at = {2008-04-22T13:53:19.000+0200}, author = {Inui, Koji and Kijima, Masaaki}, biburl = {https://www.bibsonomy.org/bibtex/2988c7ef31f1cebc834be0f97232bc785/smicha}, description = {Journal of Banking & Finance}, interhash = {98abf2185e7f1c8f38ffadebf91a3fc9}, intrahash = {988c7ef31f1cebc834be0f97232bc785}, journal = {Journal of Banking \& Finance}, keywords = {Value-at-Risk}, month = Apr, number = 4, pages = {853--864}, timestamp = {2008-04-22T13:57:23.000+0200}, title = {On the significance of expected shortfall as a coherent risk measure}, url = {http://www.sciencedirect.com/science/article/B6VCY-4DF49YD-1/1/81b70cb197fcc99c8d42f2160dd260ee}, volume = 29, year = 2005 }