"Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures."

Denisa Banulescu-Radu et al. (2021)

> Home

Details and statistics

DOI: 10.1287/MNSC.2020.3751

access: closed

type: Journal Article

metadata version: 2021-10-14

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/mansci/Banulescu-RaduH21
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/mansci/Banulescu-RaduH21
Denisa Banulescu-Radu, Christophe Hurlin, Jérémy Leymarie, Olivier Scaillet:
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures. Manag. Sci. 67(9): 5730-5754 (2021)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.