Georges Tsafack

发表

Proper Conditioning for Coherent VaR in Portfolio Management

Éric Renault, René Garcia, Georges Tsafack, 2007, Manag. Sci..

Asymmetric Dependence Implications for Extreme Risk Management

Georges Tsafack, Georges Tsafack, 2009, The Journal of Derivatives.

Dependence structure and extreme comovements in international equity and bond markets

René Garcia, Georges Tsafack, 2011 .