Risk Bounds for the Marginal Expected Shortfall Under Dependence Uncertainty

Offered By: Fields Institute via YouTube

Course Description

Overview

Save Big on Coursera Plus. 7,000+ courses at $160 off. Limited Time Only!

Explore risk bounds for the marginal expected shortfall under dependence uncertainty in this 21-minute lecture by Jinghui Chen from the University of Toronto and York University. Delve into advanced concepts of financial risk management and statistical analysis as presented at the Fields Institute on September 27, 2024. Gain insights into the latest research on quantifying and managing financial risks in uncertain market conditions.

Syllabus

Risk bounds for the marginal expected shortfall under dependence uncertainty

Taught by

Fields Institute

Related Courses

Introduction to Statistics: Probability
University of California, Berkeley via edX Aléatoire : une introduction aux probabilités - Partie 1
École Polytechnique via Coursera Einführung in die Wahrscheinlichkeitstheorie
Johannes Gutenberg University Mainz via iversity Combinatorics and Probability
Moscow Institute of Physics and Technology via Coursera Probability
University of Pennsylvania via Coursera