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~person:"Mésonnier, Jean-Stéphane"
~type_genre:"Arbeitspapier"
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Mésonnier, Jean-Stéphane
Lamé, Gildas
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Idier, Julien
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How useful is the marginal expected shortfall for the measurement of systemic exposure? : a practical assessment
Idier, Julien
;
Lamé, Gildas
;
Mésonnier, Jean-Stéphane
-
2013
Persistent link: https://www.econbiz.de/10009766421
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How useful is the marginal expected shortfall for the measurement of systemic exposure? : A practical assessment
Idier, Julien
;
Lamé, Gildas
;
Mésonnier, Jean-Stéphane
-
2011
Persistent link: https://www.econbiz.de/10009381816
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