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4. Assume R ~ N(u, 02). Show that ES(a) = -So (M - 2 TT where zo is the athe quantile of N(0, 1)
4. Assume R ~ N(u, 02). Show that ES(a) = -So (M - 2 TT where zo is the athe quantile of N(0, 1)
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From Calculus To Analysis
Authors: Steen Pedersen
1st Edition
3319136410, 9783319136417
