@article{forecastingandbacktestinggradient,
  title = {Forecasting and Backtesting Gradient Allocations of Expected Shortfall},
  author = {Takaaki Koike and Cathy W. S. Chen and Edward M. H. Lin},
  year = {2024},
  eprint = {2401.11701},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2401.11701v2},
}