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  • Search: subject:"Contribution measure"
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Contribution measure 1 Copula 1 Financial crisis 1 Finanzkrise 1 Joint marginal expected shortfall 1 Measurement 1 Messung 1 Multivariate Verteilung 1 Multivariate distribution 1 Ratio measure 1 Risiko 1 Risikomanagement 1 Risikomaß 1 Risk 1 Risk management 1 Risk measure 1 Spillover effect 1 Stochastic orders 1 Systemic risk 1 Systemrisiko 1 Theorie 1 Theory 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Pu, Tong 1 Zhang, Yifei 1 Zhang, Yiying 1
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Quantitative finance 1
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On joint marginal expected shortfall and associated contribution risk measures
Pu, Tong; Zhang, Yifei; Zhang, Yiying - In: Quantitative finance 24 (2024) 7, pp. 889-908
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