Prof. Scaillet’s research paper “Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures” in Management Science

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Prof. Scaillet’s research paper “Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures” in Management Science

We are delighted to announce that Prof. Olivier Scaillet’s research paper “Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures”, has been accepted for publication in Management Science.

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