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"Dynamic large financial networks via conditional expected shortfalls."

Giovanni Bonaccolto, Massimiliano Caporin, Bertrand B. Maillet (2022)

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DOI: 10.1016/J.EJOR.2021.06.037

access: closed

type: Journal Article

metadata version: 2022-04-09

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  - journals/eor/BonaccoltoCM22
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  - https://dblp.org/rec/journals/eor/BonaccoltoCM22
Giovanni Bonaccolto, Massimiliano Caporin, Bertrand B. Maillet:
Dynamic large financial networks via conditional expected shortfalls. Eur. J. Oper. Res. 298(1): 322-336 (2022)

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