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Short Communication: Are Shortfall Systemic Risk Measures One Dimensional?

Alessandro DoldiMarco FrittelliEmanuela Rosazza Gianin
Published in: SIAM J. Financial Math. (2024)
Keyphrases
  • risk measures
  • risk averse
  • decision making
  • communication networks
  • portfolio selection
  • bayesian networks
  • long term
  • case based reasoning