A unified approach to systemic risk measures via acceptance sets
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Publication:5743125
DOI10.1111/mafi.12170zbMath1411.91633arXiv1503.06354OpenAlexW1912725461MaRDI QIDQ5743125
Jean-Pierre Fouque, Thilo Meyer-Brandis, Francesca Biagini, Marco Frittelli
Publication date: 8 May 2019
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1503.06354
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