Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures

B-Tier
Journal: Management Science
Year: 2021
Volume: 67
Issue: 9
Pages: 5730-5754

Authors (4)

Denisa Banulescu-Radu (not in RePEc) Christophe Hurlin (Université d'Orléans) Jérémy Leymarie (not in RePEc) Olivier Scaillet (not in RePEc)

Score contribution per author:

0.505 = (α=2.02 / 4 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:inm:ormnsc:v:67:y:2021:i:9:p:5730-5754
Journal Field
General
Author Count
4
Added to Database
2026-02-08