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Value-at-Risk- and Expectile-based Systemic Risk Measures and Second-order Asymptotics: With Applications to Diversification

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Geng, Bingzhen, Liu, Yang, Zhao, Yimiao
Format:	Preprint
Publié:	2024
Sujets:	Risk Management
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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