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"Short Communication: Are Shortfall Systemic Risk Measures One Dimensional?"

Alessandro Doldi, Marco Frittelli, Emanuela Rosazza Gianin (2024)

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DOI: 10.1137/23M1580413

access: closed

type: Journal Article

metadata version: 2024-01-13

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  - https://dblp.org/rec/journals/siamfm/DoldiFG24
Alessandro Doldi, Marco Frittelli, Emanuela Rosazza Gianin:
Short Communication: Are Shortfall Systemic Risk Measures One Dimensional? SIAM J. Financial Math. 15(1): 1- (2024)

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