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Table 2 Expected Shortfall under several ambiguity levels

From: Value-at-risk under ambiguity aversion

c = 0.5 0.4 0.3 0.2 0.1
ES99% 266.52 281.14 284.27 273.22 239.91
ES99.5% 289.19 303.35 305.05 291.35 253.52
ES99.9% 336.69 349.89 348.58 329.35 282.01