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Structure: Internal structure identifier : 238614
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The Impact of Systemic Risk on the Diversification Benefits of a Risk Portfolio

Marc Busse , Michel Dacorogna , Marie Kratz
2013
Preprints, Working Papers, ... hal-00914844v1
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Risk neutral versus real-world distribution on puclicly listed bank corporations

Michel Dacorogna , Juan-José Francisco Miguelez , Marie Kratz
2016
Preprints, Working Papers, ... hal-01373071v1
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Predicting risk with risk measures : an empirical study

Marcel Bräutigam , Michel Dacorogna , Marie Kratz
2018
Preprints, Working Papers, ... hal-01791026v1
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Explicit diversification benefit for dependent risks

Michel Dacorogna , Laila Elbahtouri , Marie Kratz
2015
Preprints, Working Papers, ... hal-01256869v1
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Living in a Stochastic World and Managing Complex Risks

Michel Dacorogna , Marie Kratz
2015
Preprints, Working Papers, ... hal-01218056v1
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Risk Measure Estimates in Quiet and Turbulent Times:An Empirical Study

Rosnan Chotard , Michel Dacorogna , Marie Kratz
2016
Preprints, Working Papers, ... hal-01424285v1