Advanced Expected Tail Loss Measurement and Quantification for the Moroccan All Shares Index Portfolio

Author: Airouss Marouane   Tahiri Mohamed   Lahlou Amale   Hassouni Abdelhak  

Publisher: MDPI

E-ISSN: 2227-7390|6|3|38-38

ISSN: 2227-7390

Source: Mathematics, Vol.6, Iss.3, 2018-03, pp. : 38-38

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Abstract