Login / Signup
Denisa Banulescu-Radu
ORCID
Publication Activity (10 Years)
Years Active: 2021-2021
Publications (10 Years): 1
Top Topics
Risk Measures
Probability Distribution
Top Venues
Manag. Sci.
</>
Publications
</>
Denisa Banulescu-Radu
,
Christophe Hurlin
,
Jérémy Leymarie
,
Olivier Scaillet
Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures.
Manag. Sci.
67 (9) (2021)