Statistics
Publications
24
Citations
3.4K
H-Index
16
Active since
1997
Dirk Tasche is an author at Deutsche Bundesbank specializing in finance, financial economics, and financial risk.
Publications per year
1997–2018
24
24
On the coherence of expected shortfall
Carlo Acerbi, Dirk Tasche · Journal of Banking & Finance · 2002 · 1.6K citations
Business, Finance, Risk Management +17
Expected Shortfall: A Natural Coherent Alternative to Value at Risk
Carlo Acerbi, Dirk Tasche · Economic Notes · 2002 · 565 citations · Full text
Management, Finance, Risk Management +16
Dirk Tasche · Journal of Banking & Finance · 2002 · 411 citations
Risk contributions and performance measurement
Dirk Tasche · 2000 · 271 citations
Business, Finance, Risk Management +17
Measuring the Discriminative Power of Rating Systems
Bernd Engelmann, Evelyn Hayden, Dirk Tasche · SSRN Electronic Journal · 2003 · 96 citations · Full text
Business, Finance, Bank Regulation +13
1–5 of 24