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Works (1)

Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures

Management Science
2021-09 | Journal article
Contributors: Denisa Banulescu-Radu; Christophe Hurlin; Jérémy Leymarie; Olivier Scaillet
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Peer review (1 review for 1 publication/grant)

Review activity for European journal of operational research. (1)