Expected Shortfall Limits

Expected Shortfall Limits is a risk management framework that specifies upper bounds on the conditional expectation of losses exceeding a given quantile of the loss distribution, distinguishing it from other risk limits by its focus on the average severity of extreme losses beyond the Value-at-Risk threshold.

1

Publications

21

Citations

2

Authors

2

Institutions

Publications per year

2017–2026

1

Authors

2

  1. TZ
    Tsvetelin Zaevski

    Institute of Mathematics and Informatics, Bulgaria

    1 publications · 21 citations

    1

    h-index

  2. DC
    Dragomir C. Nedeltchev

    Bulgarian Academy of Sciences, Bulgaria

    1 publications · 21 citations

    1

    h-index

1–2 of 2

Institutions

2

  1. Institute of Mathematics and Informatics

    Sofia, Bulgaria

    1 h-index

    2 publications

    42 citations

  2. Bulgarian Academy of Sciences

    Sofia, Bulgaria

    1 h-index

    2 publications

    42 citations

1–2 of 2

Venues

  1. International Review of Financial Analysis

    IRFA · 1 publications · 21 citations

    1

    h-index

1–1