Improving expected tail loss estimates with neural networks

2005 ◽  
Vol 13 (2) ◽  
pp. 81-94 ◽  
Author(s):  
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C. Blanco ◽  
P. García Estévez
Keyword(s):  
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Tail Loss ◽  
Expected Tail Loss

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

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Mohamed Tahiri ◽  
Amale Lahlou ◽  
Abdelhak Hassouni
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Loss Measurement ◽  
Tail Loss ◽  
Expected Tail Loss

scholarly journals Fixed-income portfolio management in crisis period: Expected Tail Loss (ETL) approach

Gestion 2000 ◽  
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Portfolio Management ◽  
Fixed Income ◽  
Crisis Period ◽  
Tail Loss ◽  
Expected Tail Loss ◽  
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