"Conditional Systemic Risk Measures."

Alessandro Doldi, Marco Frittelli (2021)

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DOI: 10.1137/20M1370616

access: closed

type: Journal Article

metadata version: 2022-10-02

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Alessandro Doldi, Marco Frittelli:
Conditional Systemic Risk Measures. SIAM J. Financial Math. 12(4): 1459-1507 (2021)

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