Statistics
Publications
1
Citations
35
H-Index
1
Active since
2010
Affiliations
L. Kourouma is an author at Centre d'Etudes et de Recherches Appliquées à la Gestion specializing in financial economics, historical simulation value at risk, and extreme value analysis.
Publications per year
2010–2010
1
1
Extreme Value at Risk and Expected Shortfall During Financial Crisis
L. Kourouma, Denis Dupré, Gilles Sanfilippo et al. · SSRN Electronic Journal · 2010 · 35 citations · Full text
Business, Finance, Risk Management +17
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