Get the value of the expected shortfall for the portfolio on level(s)
Object of class GCPM
numeric vector of loss levels between 0 and 1
numeric vector of length equal to length(alpha).
Questions? Problems? Suggestions? Tweet to @rdrrHQian@mutexlabs.com.
Please suggest features or report bugs with the GitHub issue tracker.
All documentation is copyright its authors; we didn't write any of that.