Talk:Expected shortfall
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[edit] Terrible Article
Would just like to state that this is a terrible article. I have no idea how to calculate expected shortfall even after reading this entry multiple times. Someone needs to show the working in example two so that people actually have some clue where the numbers came from. This unsigned comment was entered at 00:30 on 2008 January 25 by 128.12.72.119.
[edit] Merge with expected value?
The two concepts are different. If a portfolio has a value of 0 or 2 with 50-50% probabilities, its expected value is 1. However its q-expected shortfall with q=50% is 0. (Koczy 13:49, 28 July 2007 (UTC))
Right, completely different things. Do not merge. Encyclops 22:51, 28 October 2007 (UTC)
[edit] WikiProject class rating
This article was automatically assessed because at least one WikiProject had rated the article as stub, and the rating on other projects was brought up to Stub class. BetacommandBot 16:24, 9 November 2007 (UTC)
