Can expected shortfall and Value-at-Risk be used to statically hedge options?

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Bibliographic Details
Published in:Quantitative finance 2010-06, Vol.10 (6), p.575-583
Main Authors: Wylie, Jonathan J., Zhang, Qiang, Kuen Siu, Tak
Format: Article
Language:English
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ISSN:1469-7688
1469-7696
DOI:10.1080/14697680902956695