Jérémy Leymarie

Assistant Professor

Main contributions

Management Science (2020), European Journal of Operational Research (2018)

Discipline: Data Science
Faculty: Data Science, Economics & Finance
Expertise: Financial econometrics, Risk management, Data science

Publications of Jérémy Leymarie

01.09.2021 - Article in a peer reviewed journal

Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures

Jérémy Leymarie, Hurlin Christophe, Scaillet Olivier, Banulescu-Radu Denisa

Management Science, Volume 67, September 2021, Pages 5730 - 5754