Measuring and testing systemic risk from the cross-section of stock returns

Jesús Gil Jaime and Jose Olmo

Year of publication:	2024
Authors:	Gil Jaime, Jesús ; Olmo, Jose
Subject:	downside risk \| model misspecification \| sequential limit theory \| stochastic dominance test \| systemic risk \| Value-at-Risk \| Risikomaß \| Risk measure \| Systemrisiko \| Systemic risk \| Theorie \| Theory \| Kapitaleinkommen \| Capital income \| Portfolio-Management \| Portfolio selection \| Risikomanagement \| Risk management \| Schätzung \| Estimation \| Modellierung \| Scientific modelling \| Risiko \| Risk

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