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

Mathematics ◽  
2018 ◽  
Vol 6 (3) ◽  
pp. 38 ◽  
Author(s):  
Marouane Airouss ◽  
Mohamed Tahiri ◽  
Amale Lahlou ◽  
Abdelhak Hassouni
Keyword(s):  
Loss Measurement ◽  
Tail Loss ◽  
Expected Tail Loss

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

Gestion 2000 ◽  
2014 ◽  
Vol 31 (1) ◽  
pp. 223
Author(s):  
Mehdi Mili ◽  
Yosro M’Hamdi ◽  
Moez Khalfallah ◽  
Frédéric Teulon
Keyword(s):  
Portfolio Management ◽  
Fixed Income ◽  
Crisis Period ◽  
Tail Loss ◽  
Expected Tail Loss ◽  
Fixed Income Portfolio

Improving expected tail loss estimates with neural networks

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