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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Kim, Young Shin"
~person:"Scaillet, Olivier"
~person:"Zhou, Guofu"
~subject:"CAPM"
~subject:"Risikomaß"
~subject:"Statistische Verteilung"
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Kim, Young Shin
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Backtesting marginal expected shortfall and related systemic risk measures
Banulescu-Radu, Denisa
;
Hurlin, Christophe
;
Leymarie, …
- In:
Management science : journal of the Institute for …
67
(
2021
)
9
,
pp. 5730-5754
Persistent link: https://www.econbiz.de/10012650157
Saved in:
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Winners from winners : a tale of risk factors
Chib, Siddhartha
;
Zhao, Lingxiao
;
Zhou, Guofu
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 396-414
Persistent link: https://www.econbiz.de/10014470017
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