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An elementary proof of the dual representation of Expected Shortfall

Crossref DOI link: https://doi.org/10.1007/s11579-023-00346-8

Published Online: 2023-11-16

Published Print: 2023-12

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Herdegen, Martin

Munari, Cosimo https://orcid.org/0000-0002-3457-9917
Funding

Funding for this research was provided by:

Università degli Studi di Verona
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Text and Data Mining valid from 2023-11-16

Version of Record valid from 2023-11-16
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Article History

Received: 14 July 2023

Accepted: 14 October 2023

First Online: 16 November 2023