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halshs-00650913v1  Communication dans un congrès
L. KouroumaD. DupreO. TaramascoG. SanfilippoExtreme 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
halshs-00935079v1  Article dans une revue
L. KouroumaD. DupreG. SanfilippoO. TaramascoIs there a "good" Measure of Market Risk during a Financial Crisis?
Bankers Markets & Investors : an academic & professional review, Groupe Banque, 2013, p. 49-60