Ten years ago, I was giving a short course in Louvain-la-Neuve, on “an introduction to multivariate and dynamic risk measures“. I have written notes that are still online, but I never found time to do anything with them…
OpenEdition suggests that you cite this post as follows:
Arthur Charpentier (March 30, 2024). An introduction to multivariate and dynamic risk measures (back in 2014). Freakonometrics. Retrieved September 14, 2026 from https://doi.org/10.58079/w4y2