Mind the tail, or risk to fail
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More about this item
KeywordsTail risk; Value-at-risk; Downside risk; Expected shortfall; Bankruptcy; Financial distress;
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
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