John Armstrong and Damiano Brigo show that, in a Black-Scholes market, value-at-risk and expected shortfall are irrelevant in limiting traders’ excessive tail risk-seeking behaviour, as modelled by ...
Andriy Blokhin has 5+ years of professional experience in public accounting, personal investing, and as a senior auditor with Ernst & Young. Erika Rasure is globally-recognized as a leading consumer ...
Investopedia contributors come from a range of backgrounds, and over 25 years there have been thousands of expert writers and editors who have contributed. Robert Kelly is managing director of XTS ...
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