1. Aleksander Hansen Well-Known Member

   David,
   I'm looking at P1.T4 page 128 on Dowd's ES.
   [Previously mentioned I had some issues with his formulation, but need to put that aside for the exam.]
   
   Is there a learning spreadsheet associated with the screenshot on page 128? I tried to search but did not find anything.
   
   --Aleks

   Aleksander Hansen, May 10, 2012

   #1
2. David Harper, CFA, FRM, CIPM David Harper

   Hi Aleks,
   
   Yes, http://www.bionicturtle.com/how-to/spreadsheet/2011.t5.d.1.-expected-shortfall/
   
   But if you can't access (it's T5 currently), here it is directly: https://www.dropbox.com/s/niylcnhkzyb3rgf/5.d.1.expected_shortfall.xlsx
   
   thanks,

   David Harper, CFA, FRM, CIPM, May 10, 2012

   #2
3. Aleksander Hansen Well-Known Member

   Thanks David!

   Aleksander Hansen, May 10, 2012

   #3
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