Dynamic large financial networks via conditional expected shortfalls
Giovanni Bonaccolto, Massimiliano Caporin, Bertrand B. Maillet
| Year of publication: |
2022
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|---|---|
| Authors: | Bonaccolto, Giovanni ; Caporin, Massimiliano ; Maillet, Bertrand |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 298.2022, 1 (1.4.), p. 322-336
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| Subject: | Expectile regression | Finance | Financial networks | Portfolio analysis | Systemic risk | Portfolio-Management | Portfolio selection | Systemrisiko | Theorie | Theory | Risikomaß | Risk measure | Regressionsanalyse | Regression analysis | Finanzsektor | Financial sector | Unternehmensnetzwerk | Business network |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2021.06.037 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013206844