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Working Paper Nonparametric estimation of conditional value-at-risk and expected shortfall based on extreme value theory author(s) Martins-Filho, Carlos - Yao, Feng - Torero, Máximo from International Food Policy Research Institute (IFPRI) permalink open published in 2012 themes Women's empowerment Youth Social Inclusion citation Martins-Filho, Carlos; Yao, Feng; Torero, Máximo 2012. Nonparametric estimation of conditional value-at-risk and expected shortfall based on extreme value theory. Publications and datasets provided via GARDIAN Open original