Christian Brownlees

2 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0003-4276-1468

Publications

• SRISK: A Conditional Capital Shortfall Measure of Systemic Risk — The Review of Financial Studies 2017
• Empirical risk minimization for heavy-tailed losses — The Annals of Statistics 2015 (name-matched, not ORCID-linked)