An asymptotic study of systemic expected shortfall and marginal expected shortfall

Yiqing Chen, Jiajun Liu

Source record

Source: Crossref

Published: Jul 1, 2022

DOI: 10.1016/j.insmatheco.2022.04.009

Open original source ↗

Evidence graph

No public relationships recorded yet.

Integrity note: This page is a factual metadata record created by deterministic ingestion. It is not a claim that the work moves a mathematical frontier or has been independently verified.