来自：FRM > 二级 > Market Risk Measurement and Management 2021-02-22 18:19
expected shortfall是coherent measure吗
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研究院赵老师 2021-02-23 11:35
致精进的你:
ES is a coherent spectral measure which gives equal weight to the tail quantiles
The real talent is resolute aspirations.
真正的才智是刚毅的志向。
