边际预期短缺对系统性风险暴露的测量有多大用处?一项实践评估

How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? A practical assessment

Journal of Banking & Finance · 2014
被引 97
人大 A-ABS 3
金融经济学系统性风险计量经济学风险管理