@inbook{publication-4512, address={Berlin / Heidelberg}, author={Paolella, Marc S and Broda, Simon}, booktitle={Statistical Tools for Finance and Insurance}, doi={10.1007/978-3-642-18062-0_2}, editor={Cizek, Pavel and H{\"a}rdle, Wolfgang K and Weron, Rafal}, isbn={978-3-642-18062-0}, pages={57-99}, publisher={Springer}, title={Expected shortfall for distributions in finance}, year=2011, }