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How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? A practical assessment

✍ Scribed by Idier, Julien; Lamé, Gildas; Mésonnier, Jean-Stéphane


Book ID
125832316
Publisher
Elsevier Science
Year
2014
Tongue
English
Weight
660 KB
Volume
47
Category
Article
ISSN
0378-4266

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