Conditional value at risk (CVaR), Average value at risk (AVaR), and Expected tail loss (ETL)
Does NumXL have plans to support Expected shortfall (ES) (aka CVaR, AVaR and ETL) in future releases?
Does NumXL have plans to support Expected shortfall (ES) (aka CVaR, AVaR and ETL) in future releases?
评论
请先登录再写评论。