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Auteur Titre [ Type(Desc)] Année
Filtres: Auteur est L. Kourouma  [Clear All Filters]
Conference Paper
Kourouma, L., Denis Dupré, Ollivier Taramasco, and Gilles Sanfilippo. "Extreme Value at Risk and Expected Shortfall during Financial Crisis." In International Conference on Banking and Finance Perspectives (ICBFP 2011). Famagouste, Chypre, 2011.
Journal Article
Kourouma, L., Denis Dupré, Gilles Sanfilippo, and Ollivier Taramasco. "Is there a “good” Measure of Market Risk during a Financial Crisis?" Bankers, Markets & Investors (ex-Banque & Marchés) (2013): 49-60.