Details about Jérémy Leymarie
Access statistics for papers by Jérémy Leymarie.
Last updated 2025-03-14. Update your information in the RePEc Author Service.
Short-id: ple950
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Journal Articles
Working Papers
2021
- Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures
Post-Print, HAL View citations (6)
Also in Working Papers, HAL (2020) View citations (3)
Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2019)
View citations (1)
See also Journal Article Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures, Management Science, INFORMS (2021)
View citations (6) (2021)
2020
- Backtesting Expected Shortfall via Multi-Quantile Regression
Working Papers, HAL
View citations (10)
2018
- Loss Functions for LGD Models Comparison
Post-Print, HAL
Also in Working Papers, HAL (2018)
Journal Articles
2021
- Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures
Management Science, 2021, 67, (9), 5730-5754
View citations (6)
See also Working Paper Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures, Post-Print (2021) View citations (6) (2021)
2018
- Loss functions for Loss Given Default model comparison
European Journal of Operational Research, 2018, 268, (1), 348-360
View citations (14)