Publications en collaboration avec des chercheurs de Emory University (3)

2019

  1. Choosing expected shortfall over VaR in Basel III using stochastic dominance

    International Review of Economics and Finance, Vol. 60, pp. 95-113

2017

  1. Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance

    PROCEEDINGS OF THE 2017 INTERNATIONAL CONFERENCE ON ECONOMICS, FINANCE AND STATISTICS (ICEFS 2017)

2015

  1. A stochastic dominance approach to financial risk management strategies

    Journal of Econometrics, Vol. 187, Núm. 2, pp. 472-485