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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~language:"eng"
~person:"Scaillet, Olivier"
~person:"Stewart, Neil"
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Scaillet, Olivier
Stewart, Neil
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Management science : journal of the Institute for Operations Research and the Management Sciences
Research paper series / Swiss Finance Institute
19
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
15
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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Backtesting marginal expected shortfall and related systemic risk measures
Banulescu-Radu, Denisa
;
Hurlin, Christophe
;
Leymarie, …
- In:
Management science : journal of the Institute for …
67
(
2021
)
9
,
pp. 5730-5754
Persistent link: https://www.econbiz.de/10012650157
Saved in:
2
Reexamining how utility and weighting functions get their shapes : a quasi-adversarial collaboration providing a new interpretation
Alempaki, Despoina
;
Canic, Emina
;
Mullett, Timothy L.
; …
- In:
Management science : journal of the Institute for …
65
(
2019
)
10
,
pp. 4841-4862
Persistent link: https://www.econbiz.de/10012118135
Saved in:
3
Choosing the devil you don't know : evidence for limited sensitivity to sample size-based uncertainty when it offers an advantage
Kutzner, Florian
;
Read, Daniel
;
Stewart, Neil
;
Brown, …
- In:
Management science : journal of the Institute for …
63
(
2017
)
5
,
pp. 1519-1528
Persistent link: https://www.econbiz.de/10011684778
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