Risk-consistent conditional systemic risk measures

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Publication:271876

DOI10.1016/J.SPA.2016.01.002zbMath1414.91423arXiv1609.07897OpenAlexW2185872883MaRDI QIDQ271876

Gregor Svindland, Thilo Meyer-Brandis, Hannes Hoffmann

Publication date: 20 April 2016

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1609.07897




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