


default search action
"Multivariate Shortfall Risk Allocation and Systemic Risk."
Yannick Armenti et al. (2018)
- Yannick Armenti, Stéphane Crépey, Samuel Drapeau, Antonis Papapantoleon:
Multivariate Shortfall Risk Allocation and Systemic Risk. SIAM J. Financial Math. 9(1): 90-126 (2018)

manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.