Entries from 2023-05-07 to 1 day
これを読んだのでmemo: Embrechts, Paul and Wang, Ruodu. "Seven Proofs for the Subadditivity of Expected Shortfall" Dependence Modeling, vol. 3, no. 1, 2015, pp. 000010151520150009. https://doi.org/10.1515/demo-2015-0009 概要 ES (Expected Sh…