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Essec\Faculty\Model\Contribution {#2216 ▼
  #_index: "academ_contributions"
  #_id: "5406"
  #_source: array:26 [
    "id" => "5406"
    "slug" => "5406-an-implicit-backtest-for-expected-shortfall-via-a-simple-multinomial-approach"
    "yearMonth" => "2017-12"
    "year" => "2017"
    "title" => "An Implicit Backtest for Expected Shortfall via a Simple Multinomial Approach"
    "description" => "KRATZ, M., LOK, Y. et MCNEIL, A. (2017). An Implicit Backtest for Expected Shortfall via a Simple Multinomial Approach. Dans: 2017 IASSL 3rd International Conference - Statistics for Good Governance. KRATZ, M., LOK, Y. et MCNEIL, A. (2017). An Implicit Backtest for Expected Shortfall via a Simple Mu "
    "authors" => array:3 [
      0 => array:3 [
        "name" => "KRATZ Marie"
        "bid" => "B00072305"
        "slug" => "kratz-marie"
      ]
      1 => array:1 [
        "name" => "LOK Y."
      ]
      2 => array:1 [
        "name" => "MCNEIL A."
      ]
    ]
    "ouvrage" => "2017 IASSL 3rd International Conference - Statistics for Good Governance"
    "keywords" => []
    "updatedAt" => "2021-09-24 10:33:27"
    "publicationUrl" => null
    "publicationInfo" => array:3 [
      "pages" => null
      "volume" => null
      "number" => null
    ]
    "type" => array:2 [
      "fr" => "Communications dans une conférence"
      "en" => "Presentations at an Academic or Professional conference"
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    "support_type" => array:2 [
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    "countries" => array:2 [
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    "abstract" => array:2 [
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      "en" => null
    ]
    "authors_fields" => array:2 [
      "fr" => "Systèmes d'Information, Data Analytics et Opérations"
      "en" => "Information Systems, Data Analytics and Operations"
    ]
    "indexedAt" => "2025-03-20T14:21:47.000Z"
    "docTitle" => "An Implicit Backtest for Expected Shortfall via a Simple Multinomial Approach"
    "docSurtitle" => "Presentations at an Academic or Professional conference"
    "authorNames" => "<a href="/cv/kratz-marie">KRATZ Marie</a>, LOK Y., MCNEIL A."
    "docDescription" => "<span class="document-property-authors">KRATZ Marie, LOK Y., MCNEIL A.</span><br><span class="document-property-authors_fields">Information Systems, Data Analytics and Operations</span> | <span class="document-property-year">2017</span> <span class="document-property-authors">KRATZ Marie, LOK Y., MCNEIL A.</span><br><span class="docume "
    "keywordList" => ""
    "docPreview" => "<b>An Implicit Backtest for Expected Shortfall via a Simple Multinomial Approach</b><br><span>2017-12 | Presentations at an Academic or Professional conference </span> <b>An Implicit Backtest for Expected Shortfall via a Simple Multinomial Approach</b><br><span>2017-1 "
    "docType" => "research"
    "publicationLink" => "<a href="#" target="_blank">An Implicit Backtest for Expected Shortfall via a Simple Multinomial Approach</a> <a href="#" target="_blank">An Implicit Backtest for Expected Shortfall via a Simple Multinomial App "
  ]
  +lang: "en"
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}