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 Finance
University of Michigan via Coursera Information Security and Risk Management in Context
University of Washington via Coursera Financial Engineering and Risk Management
Columbia University via Coursera Building an Information Risk Management Toolkit
University of Washington via Coursera Caries Management by Risk Assessment (CAMBRA)
University of California, San Francisco via Coursera