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~isPartOf:"Discussion paper"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of risk management in financial institutions"
~person:"Chen Zhou"
~subject:"Risikomanagement"
~subject:"Theory"
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Discussion paper
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Systemic risk allocation using the asymptotic marginal expected shortfall
Qin, Xiao
;
Chen Zhou
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012820456
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