@article{publication-17162,
	author={Broda, Simon A and Krause, Jochen and Paolella, Marc S},
	doi={10.1016/j.ecosta.2017.07.003},
	issn={2468-0389},
	journal={Econometrics and Statistics},
	pages={184-203},
	publisher={Elsevier},
	title={Approximating expected shortfall for heavy-tailed distributions},
	volume=8,
	year=2018,
}