Financial Risk Management: Models, History, and Institutions

APPENDIX C

References

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Acerbi, C. and Tasche, D. (2002). On the coherence of expected shortfall, Journal of Banking and Finance 26 (7), 1487–1503.

Acharya, V. V., Cooley, T. F., Richardson, M. and Walter, I. (2009). Manufacturing tail risk: a perspective on the financial crisis of 2007–09, Foundations and Trends in Finance 4 (4), 247–325.

Acharya, V. V., Cooley, T. F., Richardson, M. P., and Walter, I. (2010). Measuring systemic risk, in Regulating Wall Street: the Dodd-Frank Act and the new architecture of global finance, Hoboken, NJ: John Wiley & Sons.

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Admati, A. R., DeMarzo, P. M., Hellwig, M. F. and Pfleiderer, P. (2010). Fallacies, irrelevant ...