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Details about Jérémy Leymarie

Homepage:https://sites.google.com/site/researchjeremyleymarie/
Postal address:Laboratoire d'Economie d'Orléans Université d'Orléans Rue de Blois BP 26739 45067 Orléans France
Workplace:Laboratoire d'Économie d'Orléans (LEO) (Orleans Economic Laboratory), Faculté de droit, d'économie et de gestion (Faculty of Law, Economics and Management), Université d'Orléans (University of Orleans), (more information at EDIRC)

Access statistics for papers by Jérémy Leymarie.

Last updated 2025-03-14. Update your information in the RePEc Author Service.

Short-id: ple950

Jump to Journal Articles

Working Papers

2021

  1. Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures
    Post-Print, HAL View citations (11)
    Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2019) Downloads View citations (1)
    Working Papers, HAL (2020) View citations (3)
    See also Journal Article Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures, Management Science, INFORMS (2021) Downloads View citations (11) (2021)

2020

  1. Backtesting Expected Shortfall via Multi-Quantile Regression
    Working Papers, HAL Downloads View citations (10)

2018

  1. Loss Functions for LGD Models Comparison
    Post-Print, HAL
    Also in Working Papers, HAL (2018) Downloads

Journal Articles

2021

  1. Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures
    Management Science, 2021, 67, (9), 5730-5754 Downloads View citations (11)
    See also Working Paper Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures, Post-Print (2021) View citations (11) (2021)

2018

  1. Loss functions for Loss Given Default model comparison
    European Journal of Operational Research, 2018, 268, (1), 348-360 Downloads View citations (15)
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