Denisa Banulescu-Radu

According to our database, Denisa Banulescu-Radu authored at least 1 paper in 2021.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2021

Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures.

Denisa Banulescu-Radu, Christophe Hurlin, Jérémy Leymarie, Olivier Scaillet

Manag. Sci., 2021