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Extreme Measures of Agricultural Financial Risk
Agricultural financial risk Spectral risk measures Expected Shortfall Value at Risk Extreme Value Theory
2011/3/31
Risk is an inherent feature of agricultural production and marketing and accurate measurement of it helps inform more efficient use of resources. This paper examines three tail quantile-based risk mea...
The Mission of the International Financial Risk Institute (IFRI) is to provide opportunities for senior risk practitioners, especially the Chief Risk Officers of the world’s major financial institutio...