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External risk measures and Basel accords
Kou, Steven, (2013)
On exactitude in financial regulation : value-at-risk, expected shortfall, and expectiles
Chen, Jim, (2018)
Quantifying market risk with Value-at-Risk or Expected Shortfall? : consequences for capital requirements and model risk
Kellner, Ralf, (2016)
On the measurement of economic tail risk
Kou, Steven, (2016)
Asset pricing with spatial interaction
Kou, Steven, (2018)