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2. Expected Shortfall (a) What is ES? (b) What desirable property or properties of risk measures does it fail to exhibit? 2. Expected Shortfall (a)

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2. Expected Shortfall (a) What is ES? (b) What desirable property or properties of risk measures does it fail to exhibit? 2. Expected Shortfall (a) What is ES? (b) What desirable property or properties of risk measures does it fail to exhibit

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