@article{publication-21877, author={Burzoni, Matteo and Munari, Cosimo and Wang, Ruodu}, doi={10.1016/j.jbankfin.2021.106297}, issn={0378-4266}, journal={Journal of Banking and Finance}, pages={106297-106297}, publisher={Elsevier}, title={Adjusted Expected Shortfall}, volume=134, year=2022, }