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May 15, 2024
This paper addresses the inherent procyclicality in widely adopted financial risk measures, such as expected shortfall (ES). We propose an innovative approach utilizing the worst-case higher moment (HM) risk measure, which offers a robust solution to distributional shifts by inco... |
May 12, 2021
Rupturas21: Hacia nuevas economías, sociedades y legalidades : Rupturas21 responde a los retos planteados por viejas y actuales dinámicas económicas, sociales y legales, así como su impacto en el mundo humano y no humano. A través de colaboraciones institucionales internacionales... |