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