Entries from 2023-06-02 to 1 day
これを読んだのでmemo: Carlo Acerbi, Dirk Tasche. “On the Coherence of Expected Shortfall” https://www.researchgate.net/publication/222405274_On_the_Coherence_of_Expected_Shortfall ES (Expected Shortfall) の coherence にかかる性質を証明する…