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halshs-00658495v1
Autre publication
L. Kourouma, D. Dupre, G. Sanfilippo, O. Taramasco. Extreme Value at Risk and Expected Shortfall during Financial Crisis Cahier de recherche du CERAG 2011-03 E2. 2011 |
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halshs-00650913v1
Communication dans un congrès
L. Kourouma, D. Dupre, O. Taramasco, G. Sanfilippo. Extreme Value at Risk and Expected Shortfall during Financial Crisis International Conference on Banking and Finance Perspectives, Apr 2011, Fmagusta,, Cyprus. Eastern Mediterranean University,, 23 p.,, 2011 |
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halshs-00935079v1
Article dans une revue
L. Kourouma, D. Dupre, G. Sanfilippo, O. Taramasco. Is there a "good" Measure of Market Risk during a Financial Crisis? Bankers Markets & Investors : an academic & professional review, Groupe Banque, 2013, p. 49-60 |
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