1:00–1:30 pm Jones 111
Thursday, November 13, 2025, at 1:00 PM, in Jones 111, 5747 S. Ellis Avenue
Master's Thesis l Presentation
Nimish Janey, Department of Statistics, The University of Chicago
"Expected Shortfall Under Historical Simulation: A Monte Carlo Study ofConditional and Unconditional Backtests"
Event Type
Nov
13