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Applications des mesures de risque "Shortfall" à la gestion collective
International audience -
The Impact of Systemic Risk on the Diversification Benefits of a Risk Portfolio
Publié in Risks 2, 260-276 (2014). DOI : https://doi.org/10.3390/risks2030260 -
What Is the Best Risk Measure in Practice? A Comparison of Standard Measures
Publié in Journal of Risk 18:2, 31-60 (2015). DOI : https://doi.org/10.21314/jor.2015.318
