@TechReport{economics.dp.2012-33,
 author = {Mili, Mehdi},
 title = {Fixed-income Portfolio Management in Crisis Period: Expected Tail Loss (ETL) Approach},
 type = {Economics Discussion Paper},
 institution = {Kiel Institute for the World Economy},
 year = {2012},
 number = {2012-33},
 url = {http://www.economics-ejournal.org/economics/discussionpapers/2012-33}
}