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A toolkit for robust risk assessment using F-divergences
Kruse, Thomas, (2021)
An economic evaluation of model risk in long-term asset allocations
Boucher, Christophe, (2013)
Systematic stress tests with entropic plausibility constraints
Breuer, Thomas, (2013)
Time to assess bias in machine learning models for credit decisions
Brotcke, Liming, (2022)
Assessment of model risk in the aggregate : contribution of quantification
Brotcke, Liming, (2018)