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Armenti, Yannick

  1. Multivariate Shortfall Risk Allocation and Systemic Risk
    2015/07/19 by Armenti, Yannick, Crepey, Stephane, Drapeau, Samuel +1 · 1 citation
    #91B30 #91G #91G60 #FOS: Economics and business #FOS: Mathematics #Probability (math.PR) #Risk Management (q-fin.RM)